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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…
This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…
We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the…
Around 1950, Wigner introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of random-matrix theory has grown tremendously, with…
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
The Hungarian physicist Eugene Wigner introduced random matrix models in physics to describe the energy spectra of atomic nuclei. As such, the main goal of Random Matrix Theory (RMT) has been to derive the eigenvalue statistics of matrices…
Fermi's Golden Rule (FGR) is one of the most impactful formulas in quantum mechanics, providing a link between easy-to-measure observables - such as transition rates - and fundamental microscopic properties - such as density of states or…
From sand piles to electrons in metals, one of the greatest challenges in modern physics is to understand the behavior of an ensemble of strongly interacting particles. A class of quantum many-body systems such as neutron matter and cold…
We review recent advances in the theory of trapped fermions using techniques borrowed from random matrix theory (RMT) and, more generally, from the theory of determinantal point processes. In the presence of a trap, and in the limit of a…
Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless systems, with say $m$ particles in $N$ single particle states…
Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…
A key goal of quantum chaos is to establish a relationship between widely observed universal spectral fluctuations of clean quantum systems and random matrix theory (RMT). For single particle systems with fully chaotic classical…
Random Matrix Theory (RMT) is a powerful statistical tool to model spectral fluctuations. This approach has also found fruitful application in Quantum Chromodynamics (QCD). Importantly, RMT provides very efficient means to separate…
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…
We theoretically investigate parameter quantum estimation in quantum chaotic systems. Our analysis is based on an effective description of non-integrable quantum systems in terms of a random matrix Hamiltonian. Based on this approach we…
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…
In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…
This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…
We present experimental and theoretical results for the fluctuation properties in the incomplete spectra of quantum systems with symplectic symmetry and a chaotic dynamics in the classical limit. To obtain theoretical predictions, we extend…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…