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We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

Dynamical Systems · Mathematics 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

While the Matrix Generalized Inverse Gaussian ($\mathcal{MGIG}$) distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways…

Machine Learning · Statistics 2016-08-23 Farideh Fazayeli , Arindam Banerjee

Using the corner-transfer matrix renormalization group approach, we revisit the three-state chiral Potts model on the square lattice, a model proposed in the eighties to describe commensurate-incommensurate transitions at surfaces, and with…

Statistical Mechanics · Physics 2021-04-20 Samuel Nyckees , Jeanne Colbois , Frédéric Mila

We consider a parameter dependent ensemble of two real random matrices with Gaussian distribution. It describes the transition between the symmetry class of the chiral Gaussian orthogonal ensemble (Cartan class B$|$DI) and the ensemble of…

Mathematical Physics · Physics 2019-02-14 Gernot Akemann , Mario Kieburg , Adam Mielke , Pedro Vidal

We study an ensemble of random matrices (the Rosenzweig-Porter model) which, in contrast to the standard Gaussian ensemble, is not invariant under changes of basis. We show that a rather complete understanding of its level correlations can…

Mesoscale and Nanoscale Physics · Physics 2009-10-30 Alexander Altland , Martin Janssen , Boris Shapiro

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

Probability · Mathematics 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

We studied the statistical properties of a quantum system in the pseudo-integrable regime through the gap ratios between consecutive energy levels of the scattering spectra. A two-dimensional quantum billiard containing a point-like…

Quantum Physics · Physics 2025-05-23 Afshin Akhshani , Małgorzata Białous , Leszek Sirko

Using the Generalized Maximium Entropy Principle based on the nonextensive q entropy a new family of random matrix ensembles is generated. This family unifies previous extensions of Random Matrix Theory and gives rise to an orthogonal…

Mathematical Physics · Physics 2009-11-10 A. C. Bertuola , O. Bohigas , M. P. Pato

Random Matrix Theory (RMT) has elaborated successful predictions for Dirac spectra in field theoretical models. However, a generic assumption by RMT has been a non-vanishing chiral condensate $\Sigma$ in the chiral limit. Here we consider…

High Energy Physics - Lattice · Physics 2010-11-05 Wolfgang Bietenholz , Ivan Hip

The statistical properties of quantum transport through a chaotic cavity are encoded in the traces $\T={\rm Tr}(tt^\dag)^n$, where $t$ is the transmission matrix. Within the Random Matrix Theory approach, these traces are random variables…

Mesoscale and Nanoscale Physics · Physics 2008-08-04 Marcel Novaes

We introduce a random two-matrix model interpolating between a chiral Hermitian (2n+nu)x(2n+nu) matrix and a second Hermitian matrix without symmetries. These are taken from the chiral Gaussian Unitary Ensemble (chGUE) and Gaussian Unitary…

Mathematical Physics · Physics 2011-11-03 Gernot Akemann , Taro Nagao

We study the effect of interfacial phenomena in two-dimensional perfect and random (or disordered) $q$-state Potts models with continuous phase transitions, using, mainly, Monte Carlo techniques. In particular, for the total interfacial…

Statistical Mechanics · Physics 2015-08-10 N. G. Fytas , A. Malakis , W. Selke , L. N. Shchur

We use ab initio electronic-structure methods to investigate random-matrix theory (RMT) universality in molecular electronic structure. Using single-reference electronic structure methods, including Hartree-Fock, configuration-interaction…

Strongly Correlated Electrons · Physics 2026-02-26 Zhen Tao , Victor Galitski

The new Theorem on location of maximum of probability density functions of dimensionless second difference of the three adjacent energy levels for $N$-dimensional Gaussian orthogonal ensemble GOE($N$), $N$-dimensional Gaussian unitary…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

A novel method is proposed for detecting changes in the covariance structure of moderate dimensional time series. This non-linear test statistic has a number of useful properties. Most importantly, it is independent of the underlying…

Methodology · Statistics 2021-08-18 Sean Ryan , Rebecca Killick

The $\Delta_3(L)$ statistic of Random Matrix Theory is defined as the average of a set of random numbers $\{\delta\}$, derived from a spectrum. The distribution $p(\delta)$ of these random numbers is used as the basis of a maximum…

Nuclear Theory · Physics 2015-03-19 Declan Mulhall

We show that conventional asymmetric chiral random matrix models (ChRMM), with a gaussian distribution in the asymmetry, provide for a screening of the topological charge and a resolution of the $U(1)$ problem in the unquenched…

High Energy Physics - Lattice · Physics 2009-10-28 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

Statistical Mechanics · Physics 2009-10-31 T. H. Baker , P. J. Forrester , P. A. Pearce

We discuss a random matrix model of systems with an approximate symmetry and present the spectral fluctuation statistics and eigenvector characteristics for the model. An acoustic resonator like, e.g., an aluminium plate may have an…

Condensed Matter · Physics 2007-05-23 A. Andersen , C. Ellegaard , A. D. Jackson , K. Schaadt
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