Related papers: Parity Effects in Eigenvalue Correlators, Parametr…
We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…
We discuss mesoscopic effects in quantum dots, nanoparticles and nuclei. In quantum dots, we focus on the statistical regime of dots whose single-electron dynamics are chaotic. Random matrix theory methods, developed to explain the…
Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…
We analyse the structure of the distribution of eigenvalues of the stock market correlation matrix with increasing length of the time series representing the price changes. We use 100 highly-capitalized stocks from the American market and…
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…
In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…
Self-propelled particles display unique collective phenomena, due to the intrinsic coupling of density and polarity. For instance, the giant number fluctuation appears in the orientationally ordered state, and the motility-induced phase…
For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…
Hubbard ladders are an important stepping stone to the physics of the two-dimensional Hubbard model. While many of their properties are accessible to numerical and analytical techniques, the question of whether weakly hole-doped Hubbard…
We study a new ensemble of random correlation matrices related to multivariate Student (or more generally elliptic) random variables. We establish the exact density of states of empirical correlation matrices that generalizes the…
The calculation of the conductance of disordered rings requires a theory that goes beyond the Kubo-Drude formulation. Assuming "mesoscopic" circumstances the analysis of the electro-driven transitions show similarities with a percolation…
We study the effect of electron correlations on a system consisting of a single-level quantum dot with local Coulomb interaction attached to two superconducting leads. We use the single-impurity Anderson model with BCS superconducting baths…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
We study the evolution of the distribution of eigenvalues of $N\times N$ matrix ensembles subject to a change of variances of its matrix elements. Our results indicate that the evolution of the probability density is governed by a Fokker-…
We study the correlations between eigenvalues of the large random matrices by a renormalization group approach. The results strongly support the universality of the correlations proposed by Br\'ezin and Zee. Then we apply the results to the…
The lasing threshold of a random laser is computed numerically from a generic model. It is shown that spatial correlations of the disorder in the medium (i.e., dielectric constant) lead to an increase of the decay rates of the eigenmodes…
Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…
Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…
At short distances, energy eigenfunctions of chaotic systems have spatial correlations that are well described by assuming a microcanonical density in phase space for the corresponding Wigner function. However, this is not correct on large…