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It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 K. B. Efetov

The earlier times of evolution of a magnetic system contain more information than we can imagine. Capturing correlation matrices G of different time evolutions of a simple testbed spin system, as the Ising model, we analyzed the density of…

Statistical Mechanics · Physics 2022-06-03 Roberto da Silva

It is plausible that the dark matter particles have non-gravitational interactions among themselves. If such self interactions are large enough, they could leave an imprint on the morphology of galaxies. These effects can be studied with…

Astrophysics of Galaxies · Physics 2025-12-23 Maria Ramos , Timothy Cohen , Mariangela Lisanti

We present our recent work on stochastic particle systems on complex networks. As a noninteracting system we first consider the diffusive motion of a random walker on heterogeneous complex networks. We find that the random walker is…

Statistical Mechanics · Physics 2007-05-23 Jae Dong Noh

We study the spectral properties of a class of random matrices where the matrix elements depend exponentially on the distance between uniformly and randomly distributed points. This model arises naturally in various physical contexts, such…

Disordered Systems and Neural Networks · Physics 2015-05-18 Ariel Amir , Yuval Oreg , Yoseph Imry

How stochastic, microscopic events generate deterministic, macroscopic properties is a fundamental question in physics. We address this question by developing a quantum master equation model for concentrated radical solutions, where random…

Chemical Physics · Physics 2026-05-26 Yoshiaki Uchida , Ryohei Kishi

We introduce the mathematical theory of the particle systems that interact via permutations, where the transition rates are assigned not to the jumps from a site to a site, but to the permutations themselves. This permutation processes can…

Probability · Mathematics 2007-05-23 Yevgeniy Kovchegov

These lecture notes are a concise introduction of recent techniques to prove local spectral universality for a large class of random matrices. The general strategy is presented following the recent book with H.T. Yau. We extend the scope of…

Probability · Mathematics 2019-03-26 Laszlo Erdos

We apply random matrix theory to complex networks. We show that nearest neighbor spacing distribution of the eigenvalues of the adjacency matrices of various model networks, namely scale-free, small-world and random networks follow…

Adaptation and Self-Organizing Systems · Physics 2016-09-08 Jayendra N. Bandyopadhyay , Sarika Jalan

We reinvestigate the validity of mapping the problem of two onsite interacting particles in a random potential onto an effective random matrix model. To this end we first study numerically how the non-interacting basis is coupled by the…

Disordered Systems and Neural Networks · Physics 2015-06-25 Thomas Vojta , Rudolf A. Roemer , Michael Schreiber

We study the distribution of entries of a random permutation matrix under a "randomized basis," i.e., we conjugate the random permutation matrix by an independent random orthogonal matrix drawn from Haar measure. It is shown that under…

Probability · Mathematics 2019-05-08 Benjamin Tsou

These lecture notes are designed to provide a brief introduction into the phenomenology of active matter and to present some of the analytical tools used to rationalize the emergent behavior of active systems. Such systems are made of…

Soft Condensed Matter · Physics 2018-07-02 Étienne Fodor , M. Cristina Marchetti

Classical random matrix ensembles were originally introduced in physics to approximate quantum many-particle nuclear interactions. However, there exists a plethora of quantum systems whose dynamics is explained in terms of few-particle…

Quantum Physics · Physics 2021-11-17 Manan Vyas , Thomas H. Seligman

A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…

Probability · Mathematics 2011-10-21 Makoto Katori , Hideki Tanemura

A general method is discussed to obtain Markovian master equations which describe the interaction with the environment in a microscopic and non-perturbative fashion. It is based on combining time-dependent scattering theory with the concept…

Quantum Physics · Physics 2009-11-13 Klaus Hornberger

The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…

Mathematical Physics · Physics 2009-10-31 Michael K. -H. Kiessling , Herbert Spohn

The statistical distribution of levels of an integrable system is claimed to be a Poisson distribution. In this paper, we numerically generate an ensemble of N dimensional random diagonal matrices as a model for regular systems. We evaluate…

Exactly Solvable and Integrable Systems · Physics 2011-09-27 A. A. Abul-Magd , A. Y. Abul-Magd

Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…

Statistical Mechanics · Physics 2015-06-24 Taro Nagao , Peter J. Forrester

We study a system of interacting particles that randomly react to form new particles. The reaction flux is the rescaled number of reactions that take place in a time interval. We prove a dynamic large-deviation principle for the reaction…

Probability · Mathematics 2019-10-02 Robert Patterson , Michiel Renger

In this paper we consider an interacting particle system modeled as a system of $N$ stochastic differential equations driven by Brownian motions with a drift term including a confining potential acting on each particle, and an interaction…

Probability · Mathematics 2007-05-23 Matteo Ortisi