English
Related papers

Related papers: Random matrix universality in dynamical correlatio…

200 papers

Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 M. G. Vavilov , P. W. Brouwer , V. Ambegaokar , C. W. J. Beenakker

We consider a system of linear oscillators, or quantum states, described by Random Matrix Theory and analyze how its time evolution is affected by a nonlinear perturbation. Our numerical results show that above a certain chaos border a weak…

Statistical Mechanics · Physics 2023-05-18 Klaus M. Frahm , Dima L. Shepelyansky

We investigate early-time equilibration rates of observables in closed many-body quantum systems and compare them to those of two correlation functions, first introduced by Kubo and Srednicki. We explore whether these different rates…

Quantum Physics · Physics 2022-01-11 Jonathon Riddell , Luis Pedro García-Pintos , Álvaro M. Alhambra

We report on calculations of smoothed spectral correlations in the two-dimensional Anderson model for weak disorder. As pointed out in (M. Wilkinson, J. Phys. A: Math. Gen. 21, 1173 (1988)), an analysis of the smoothing dependence of the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Ville Uski , Bernhard Mehlig , Rudolf A. Roemer , Michael Schreiber

Banded random matrices were introduced as a more realistic alternative to full random matrices for describing the spectral statistics of heavy nuclei. Initially considered by Wigner, they have since become a paradigmatic model for…

Disordered Systems and Neural Networks · Physics 2025-06-10 Adway Kumar Das , Anandamohan Ghosh , Lea F. Santos

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix of this model will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this…

Statistical Mechanics · Physics 2017-01-26 Soham Biswas , Francois Leyvraz , Paulino Monroy Castillero , Thomas H Seligman

The spectral form factor, k(t), is the Fourier transform of the two level correlation function C(x), which is the averaged probability for finding two energy levels spaced x mean level spacings apart. The average is over a piece of the…

chao-dyn · Physics 2009-10-28 R. E. Prange

The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…

Statistical Mechanics · Physics 2025-04-15 Roberto da Silva , Eliseu Venites Filho , Henrique Almeida Fernandes , Paulo F. Gomes

We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…

Statistical Mechanics · Physics 2014-01-08 Florian Angeletti , Eric Bertin , Patrice Abry

In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…

Probability · Mathematics 2022-09-01 Nina Dörnemann , Johannes Heiny

Solvable matrix product and projected entangled pair states evolved by dual and ternary-unitary quantum circuits have analytically accessible correlation functions. Here, we investigate the influence of disorder. Specifically, we compute…

Quantum Physics · Physics 2023-09-12 Daniel Haag , Richard M. Milbradt , Christian B. Mendl

The characteristic function of the work performed by an external time-dependent force on a Hamiltonian quantum system is identified with the time-ordered correlation function of the exponentiated system's Hamiltonian. A similar expression…

Statistical Mechanics · Physics 2009-11-13 Peter Talkner , Eric Lutz , Peter Hanggi

We study the relation between the spectral gap above the ground state and the decay of the correlations in the ground state in quantum spin and fermion systems with short-range interactions on a wide class of lattices. We prove that, if two…

Mathematical Physics · Physics 2009-11-11 Matthew B. Hastings , Tohru Koma

We analytically study the Out-of-Time-Order Correlation functions (OTOC) for two spatially separated primary operators in two-dimensional unitary minimal models. Besides giving general arguments using the conformal symmetry, we also use the…

High Energy Physics - Theory · Physics 2018-09-20 Ruihua Fan

We study S-matrix correlations for random matrix ensembles with a Hamiltonian which is the sum of a given deterministic part and of a random matrix with a Gaussian probability distribution. Using Efetov's supersymmetry formalism, we show…

Disordered Systems and Neural Networks · Physics 2009-10-31 N. Mae , S. Iida

This contribution to the proceedings of the Cracow meeting on `Applications of Random Matrix Theory' summarizes a series of studies, some old and others more recent on financial applications of Random Matrix Theory (RMT). We first review…

Data Analysis, Statistics and Probability · Physics 2008-12-02 M. Potters , J. P. Bouchaud , L. Laloux

Universality of correlation functions obtained in parametric random matrix theory is explored in a multi-parameter formalism, through the introduction of a diffusion matrix $D_{ij}(R)$, and compared to results from a multi-parameter chaotic…

chao-dyn · Physics 2009-10-28 D. Mitchell , D. Kusnezov

The long-time dynamics of the $d$-dimensional spherical model with a non-conserved order parameter and quenched from an initial state with long-range correlations is studied through the exact calculation of the two-time autocorrelation and…

Statistical Mechanics · Physics 2008-11-26 Alan Picone , Malte Henkel

Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…

Mathematical Physics · Physics 2015-05-20 Marco Bertola , Robert Buckingham , Seung-Yeop Lee , Virgil U. Pierce