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These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

Probability · Mathematics 2019-02-12 Adrian N. Bishop , Pierre Del Moral , Angele Niclas

Using parafermionic field theoretical methods, the fundamentals of 2d fractional supersymmetry ${\bf Q}^{K} =P$ are set up. Known difficulties induced by methods based on the $U_{q}(sl(2))$ quantum group representations and non commutative…

High Energy Physics - Theory · Physics 2009-11-07 Ilham Benkaddour , El Hassane Saidi

Recent advances in AdS/CFT holography have suggested that the near-horizon dynamics of black holes can be described by random matrix systems. We study how the energy spectrum of a system with a generic random Hamiltonian matrix affects its…

High Energy Physics - Theory · Physics 2022-04-12 Krishan Saraswat , Niayesh Afshordi

In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…

Quantum Physics · Physics 2009-11-07 Thomas Gorin , Thomas H. Seligman

The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…

High Energy Physics - Theory · Physics 2008-02-03 John Harnad , Craig A. Tracy , Harold Widom

According to Dyson's three fold way, from the viewpoint of global time reversal symmetry there are three circular ensembles of unitary random matrices relevant to the study of chaotic spectra in quantum mechanics. These are the circular…

Mathematical Physics · Physics 2017-02-24 Folkmar Bornemann , Peter J. Forrester , Anthony Mays

Black hole is well known to be a fast scrambler, responsible for physics of quantum chaos in dual holography. Recently, the Euclidean worm hole has been proposed to play a central role in the chaotic behavior of the spectral form factor.…

Strongly Correlated Electrons · Physics 2024-01-03 Ki-Seok Kim

Random matrix theory is a powerful tool for understanding spectral correlations inherent in quantum chaotic systems. Despite diverse applications of non-Hermitian random matrix theory, the role of symmetry remains to be fully established.…

Mesoscale and Nanoscale Physics · Physics 2024-07-10 Zhenyu Xiao , Ryuichi Shindou , Kohei Kawabata

In quantum chaos, the spectral statistics generally follows the predictions of Random Matrix Theory (RMT). A notable exception is given by scar states, that enhance probability density around unstable periodic orbits of the classical…

Chaotic Dynamics · Physics 2022-07-19 Domenico Lippolis

The most general and versatile defining feature of quantum chaotic systems is that they possess an energy spectrum with correlations universally described by random matrix theory (RMT). This feature can be exhibited by systems with a well…

Chaotic Dynamics · Physics 2019-01-11 Bruno Bertini , Pavel Kos , Tomaz Prosen

Following the derivation of the trace formulae in the first paper in this series, we establish here a connection between the spectral statistics of random regular graphs and the predictions of Random Matrix Theory (RMT). This follows from…

Mathematical Physics · Physics 2010-04-28 Idan Oren , Uzy Smilansky

We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

High Energy Physics - Phenomenology · Physics 2015-05-28 Benoit Vanderheyden , A D Jackson

We study the statistical limits of both detecting and estimating a rank-one deformation of a symmetric random Gaussian tensor. We establish upper and lower bounds on the critical signal-to-noise ratio, under a variety of priors for the…

Probability · Mathematics 2017-01-25 Amelia Perry , Alexander S. Wein , Afonso S. Bandeira

Spectral statistics such as the level spacing statistics and spectral form factor (SFF) are widely expected to accurately identify ``ergodicity'', including the presence of underlying macroscopic symmetries, in generic quantum systems…

Quantum Physics · Physics 2025-05-14 Laura Shou , Amit Vikram , Victor Galitski

Sparse non-Hermitian random matrices arise in the study of disordered physical systems with asymmetric local interactions, and have applications ranging from neural networks to ecosystem dynamics. The spectral characteristics of these…

Statistical Mechanics · Physics 2024-02-21 Fernando Lucas Metz , Izaak Neri , Tim Rogers

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

The spectral form factor of quantum chaotic systems has the familiar `ramp $+$ plateau' form. Techniques to determine its form in the semiclassical or the thermodynamic limit have been devised, in both cases based on the average over an…

Statistical Mechanics · Physics 2024-10-16 Guy Bunin , Laura Foini , Jorge Kurchan

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

Kernel random matrices have attracted a lot of interest in recent years, from both practical and theoretical standpoints. Most of the theoretical work so far has focused on the case were the data is sampled from a low-dimensional structure.…

Statistics Theory · Mathematics 2010-11-12 Noureddine El Karoui

Inhomogeneous random matrices with non-trivial variance profiles determined by symmetric stochastic matrices and with independent sub-Gaussian entries up to Hermitian symmetry, encompass a wide range of important models, including sparse…

Probability · Mathematics 2026-02-24 Ruohan Geng , Dang-Zheng Liu , Guangyi Zou