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The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

Non-Hermitian disordered systems have emerged as a central arena in modern physics, with ramifications spanning condensed matter, quantum, statistical, and high energy contexts. The same principles also underlie phenomena beyond physics,…

Mesoscale and Nanoscale Physics · Physics 2026-03-24 Kohei Kawabata , Shinsei Ryu

Let $\mathbf{B}_n=\mathbf {S}_n(\mathbf {S}_n+\alpha_n\mathbf {T}_N)^{-1}$, where $\mathbf {S}_n$ and $\mathbf {T}_N$ are two independent sample covariance matrices with dimension $p$ and sample sizes $n$ and $N$, respectively. This is the…

Probability · Mathematics 2015-07-30 Zhidong Bai , Jiang Hu , Guangming Pan , Wang Zhou

Beginning with a review of the arguments leading to the so-called c=1 barrier in the continuum formulation of noncritical string theory, the pathology is then exhibited in a discretized version of the theory, formulated through dynamical…

High Energy Physics - Theory · Physics 2007-05-23 Parthasarathi Majumdar

Some remarkable properties of the beta distribution are based on relations involving independence between beta random variables such that a parameter of one among them is the sum of the parameters of an other (see (1.1) et (1.2) below).…

Probability · Mathematics 2013-02-15 Abdelhamid Hassairi , Mouna Masmoudi

Electronic transport through chaotic quantum dots exhibits universal, system independent, properties, consistent with random matrix theory. The quantum transport can also be rooted, via the semiclassical approximation, in sums over the…

Chaotic Dynamics · Physics 2013-03-06 Gregory Berkolaiko , Jack Kuipers

A new method is developed for the study of transport properties of 1D models with random potentials. It is based on an exact transformation that reduces discrete Schr\"odinger equation in the tight-binding model to a two-dimensional…

Condensed Matter · Physics 2009-11-07 V. Dossetti-Romero , F. M. Izrailev , A. A. Krokhin

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

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

We present a method for incorporating missing data in non-parametric statistical learning without the need for imputation. We focus on a tree-based method, Bayesian Additive Regression Trees (BART), enhanced with "Missingness Incorporated…

Machine Learning · Statistics 2014-02-14 Adam Kapelner , Justin Bleich

It is shown how to non-perturbatively define a random matrix model that captures key physics of ${\cal N}{=}2$ Jackiw-Teitelboim (JT) supergravity, going well beyond the perturbative topological expansion defined recently by Turiaci and…

High Energy Physics - Theory · Physics 2025-05-19 Clifford V. Johnson

We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…

Mathematical Physics · Physics 2021-10-27 Joshua Feinberg , Roman Riser

In the framework of a random matrix description of chaotic quantum scattering the positions of $S-$matrix poles are given by complex eigenvalues $Z_i$ of an effective non-Hermitian random-matrix Hamiltonian. We put forward a conjecture on…

Condensed Matter · Physics 2009-10-31 Yan V. Fyodorov , Mikhail Titov , H. -J. Sommers

The effectiveness of Bayesian Additive Regression Trees (BART) has been demonstrated in a variety of contexts including non-parametric regression and classification. A BART scheme for estimating the intensity of inhomogeneous Poisson…

Statistics Theory · Mathematics 2022-11-15 Stamatina Lamprinakou , Mauricio Barahona , Seth Flaxman , Sarah Filippi , Axel Gandy , Emma McCoy

We expose an interesting connection between the distribution of local spectral density of states arising in the theory of disordered systems and the notion of superstatistics introduced by Beck and Cohen and recently incorporated in random…

Statistical Mechanics · Physics 2007-06-13 A. Y. Abul-Magd

We propose a random matrix modeling for the parametric evolution of eigenstates. The model is inspired by a large class of quantized chaotic systems. Its unique feature is having parametric invariance while still possessing the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 J. A. Mendez-Bermudez , Tsampikos Kottos , Doron Cohen

Non-equilibrium systems lack an explicit characterisation of their steady state like the Boltzmann distribution for equilibrium systems. This has drastic consequences for the inference of parameters of a model when its dynamics lacks…

Statistical Mechanics · Physics 2016-11-15 Simon L. Dettmer , H. Chau Nguyen , Johannes Berg

We develop a Bayesian "sum-of-trees" model where each tree is constrained by a regularization prior to be a weak learner, and fitting and inference are accomplished via an iterative Bayesian backfitting MCMC algorithm that generates samples…

Methodology · Statistics 2010-10-08 Hugh A. Chipman , Edward I. George , Robert E. McCulloch

We study the transport properties of nonautonomous chaotic dynamical systems over a finite time duration. We are particularly interested in those regions that remain coherent and relatively non-dispersive over finite periods of time,…

Dynamical Systems · Mathematics 2015-05-19 Gary Froyland , Naratip Santitissadeekorn , Adam Monahan

Non-hermitian systems have gained a lot of interest in recent years. However, notions of chaos and localization in such systems have not reached the same level of maturity as in the Hermitian systems. Here, we consider non-hermitian…

Disordered Systems and Neural Networks · Physics 2022-10-19 Soumi Ghosh , Sparsh Gupta , Manas Kulkarni