Related papers: Random Matrix Theory and higher genus integrabilit…
We formulate gaussian and circular random-matrix models representing a coupled system consisting of an absorbing and an amplifying resonator, which are mutually related by a generalized time-reversal symmetry. Motivated by optical…
The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…
The ratio of two consecutive level spacings has emerged as a very useful metric in investigating universal features exhibited by complex spectra. It does not require the knowledge of density of states and is therefore quite convenient to…
Spectral statistics of quantum chaotic systems are governed by random matrix universality. In many cases of interest, time-reversal symmetry selects the Gaussian Orthogonal Ensemble (GOE) as the relevant universality class. In holographic…
This review covers recent results concerning the estimation of large covariance matrices using tools from Random Matrix Theory (RMT). We introduce several RMT methods and analytical techniques, such as the Replica formalism and Free…
Parameter-dependent statistical properties of spectra of totally connected irregular quantum graphs with Neumann boundary conditions are studied. The autocorrelation functions of level velocities c(x) and c(w,x) as well as the distributions…
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…
The statistics of gaps between quantum energy levels is a hallmark criterion in quantum chaos and quantum integrability studies. The relevant distributions corresponding to exactly integrable vs. fully chaotic systems are universal and…
In this note we explore the chaotic behavior of non-integrable QFTs and compare them to integrable ones. We choose as prototypes the double sine-Gordon and the sine-Gordon models. We analyze their discrete spectrum determined by a…
We consider a random matrix model which interpolates between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble while preserving chiral symmetry. This ensemble describes flavor symmetry breaking for staggered fermions in…
The k-body Gaussian Embedded Ensemble of Random Matrices is considered for N bosons distributed on two single-particle levels. When k = N, the ensemble is equivalent to the Gaussian Orthogonal Ensemble (GOE), and when k = 2 it corresponds…
The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…
We use semiclassical methods to evaluate the spectral two-point correlation function of quantum chaotic systems with discrete geometrical symmetries. The energy spectra of these systems can be divided into subspectra that are associated to…
At roots of unity the $N$-state integrable chiral Potts model and the six-vertex model descend from each other with the $\tau_2$ model as the intermediate. We shall discuss how different gauge choices in the six-vertex model lead to two…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…
Multiple orthogonal polynomials are a generalization of orthogonal polynomials in which the orthogonality is distributed among a number of orthogonality weights. They appear in random matrix theory in the form of special determinantal point…
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…
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,…
In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of…