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The eigenstate thermalization hypothesis (ETH) is one of the cornerstones in our understanding of quantum statistical mechanics. The extent to which ETH holds for nonlocal operators is an open question that we partially address in this…

Statistical Mechanics · Physics 2019-02-27 Ivan M. Khaymovich , Masudul Haque , Paul A. McClarty

Three recently suggested random matrix ensembles (RME) are linked together by an exact mapping and plausible conjections. Since it is known that in one of these ensembles the eigenvector statistics is multifractal, we argue that all three…

Condensed Matter · Physics 2009-10-30 V. E. Kravtsov , K. A. Muttalib

We study the long-time average of the reduced density matrix (RDM) of an $m$-level central system, which is locally coupled to a large environment, under an overall Schr\"{o}dinger evolution of the total system. We consider a class of…

Quantum Physics · Physics 2022-10-26 Hua Yan , Jiaozi Wang , Wen-ge Wang

Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…

Chaotic Dynamics · Physics 2011-09-27 A. Y. Abul-Magd

We show that macroscopic thermalization and transport impose constraints on matrix elements entering the Eigenstate Thermalization Hypothesis (ETH) ansatz and require them to be correlated. It is often assumed that the ETH reduces to Random…

Statistical Mechanics · Physics 2022-11-01 Anatoly Dymarsky

. The choice of a suitable random matrix model of a complex system is very sensitive to the nature of its complexity. The statistical spectral analysis of various complex systems requires, therefore, a thorough probing of a wide range of…

Statistical Mechanics · Physics 2009-10-31 Pragya Shukla

In finite many-body quantum systems such as nuclei, atoms, mesoscopic systems like quantum dots and small metallic grains, interacting spin systems modeling quantum computing core and BEC, the interparticle interactions are essentially…

Quantum Physics · Physics 2017-10-24 Manan Vyas

Local observables in generic periodically driven closed quantum systems are known to relax to values described by periodic infinite temperature ensembles. At the same time, ergodic static systems exhibit anomalous thermalization of local…

Disordered Systems and Neural Networks · Physics 2018-08-15 Sthitadhi Roy , Yevgeny Bar Lev , David J. Luitz

The validity of the ergodic hypothesis in quantum systems can be rephrased in the form of the eigenstate thermalisation hypothesis (ETH), a set of statistical properties for the matrix elements of local observables in energy eigenstates,…

Statistical Mechanics · Physics 2024-10-16 Miha Srdinšek , Tomaž Prosen , Spyros Sotiriadis

We propose a novel algorithm for large-scale regression problems named histogram transform ensembles (HTE), composed of random rotations, stretchings, and translations. First of all, we investigate the theoretical properties of HTE when the…

Machine Learning · Statistics 2019-12-11 Hanyuan Hang , Zhouchen Lin , Xiaoyu Liu , Hongwei Wen

Ensemble learning has been a focal point of machine learning research due to its potential to improve predictive performance. This study revisits the foundational work on ensemble error decomposition, historically confined to…

Machine Learning · Computer Science 2024-02-13 João Mendes-Moreira , Tiago Mendes-Neves

Recently, the full version of the Eigenstate Thermalization Hypothesis (ETH) has been systematized using Free Probability. In this paper, we present a detailed discussion of the Free Cumulants approach to many-body dynamics within the…

Statistical Mechanics · Physics 2025-02-19 Felix Fritzsch , Tomaž Prosen , Silvia Pappalardi

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

Critical decisions frequently rely on high-dimensional output from complex computer simulation models that show intricate cross-variable, spatial and temporal dependence structures, with weather and climate predictions being key examples.…

Methodology · Statistics 2013-12-24 Roman Schefzik , Thordis L. Thorarinsdottir , Tilmann Gneiting

This study proposes a novel framework based on the RuleFit method to estimate Heterogeneous Treatment Effect (HTE) in a randomized clinical trial. To achieve this, we adopted S-learner of the metaalgorithm for our proposed framework. The…

Methodology · Statistics 2023-07-28 Mayu Hiraishi , Ke Wan , Kensuke Tanioka , Hiroshi Yadohisa , Toshio Shimokawa

Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…

High Energy Physics - Theory · Physics 2009-10-30 Sanjay Jain

Using the ergodicity principle for the expectation values of several types of observables, we investigate the thermalization process in isolated fermionic systems. These are described by the two-body random ensemble, which is a paradigmatic…

Statistical Mechanics · Physics 2015-05-27 V. K. B. Kota , A. Relaño , J. Retamosa , Manan Vyas

Eigenstate thermalization hypothesis (ETH) is discussed. We point out that the common formulation of the ETH suffers from the mixing of random and deterministic variables. We suggest a modified formulation of the ETH which includes only…

Statistical Mechanics · Physics 2018-11-05 Oleg Inozemcev , Igor Volovich

This paper studies a panel data setting where the goal is to estimate causal effects of an intervention by predicting the counterfactual values of outcomes for treated units, had they not received the treatment. Several approaches have been…

Econometrics · Economics 2019-03-26 Susan Athey , Mohsen Bayati , Guido Imbens , Zhaonan Qu

The eigenstate thermalization hypothesis (ETH) is the leading interpretation in our current understanding of quantum thermalization. Recent results uncovered strong connections between quantum correlations in thermalizing systems and the…

Statistical Mechanics · Physics 2025-12-23 Gabriel O. Alves , Felix Fritzsch , Pieter W. Claeys