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The inference of a large symmetric signal-matrix $\mathbf{S} \in \mathbb{R}^{N\times N}$ corrupted by additive Gaussian noise, is considered for two regimes of growth of the rank $M$ as a function of $N$. For sub-linear ranks…

Information Theory · Computer Science 2024-07-16 Farzad Pourkamali , Jean Barbier , Nicolas Macris

Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…

Quantum Physics · Physics 2009-11-07 Jayendra N. Bandyopadhyay , Arul Lakshminarayan

We show the emergence of random matrix theory (RMT) spectral correlations in the chaotic phase of generic periodically kicked interacting quantum many-body systems by analytically calculating spectral form factor (SFF), $K(t)$, up to two…

Statistical Mechanics · Physics 2025-02-07 Vijay Kumar , Tomaž Prosen , Dibyendu Roy

Random matrix theory (RMT) provides a framework to study the spectral fluctuations in physical systems. RMT is capable of making predictions for the fluctuations only after the removal of the secular properties of the spectrum. Spectral…

Statistical Mechanics · Physics 2018-03-02 Sherif M. Abuelenin

A cornerstone of the smart grid is the advanced monitorability on its assets and operations. Increasingly pervasive installation of the phasor measurement units (PMUs) allows the so-called synchrophasor measurements to be taken roughly 100…

Applications · Statistics 2017-08-17 Robert Qiu , Lei Chu , Xing He , Zenan Ling , Haichun Liu

We study the Potts model on locally tree-like random graphs of arbitrary degree distribution. Using a population dynamics algorithm we numerically solve the problem exactly. We confirm our results with simulations. Comparisons with a…

Statistical Mechanics · Physics 2009-11-10 G. C. M. A. Ehrhardt , M. Marsili

The off-diagonal Bethe Ansatz method [1] is used to revisit the periodic XXX Heisenberg spin-1/2 chain. It is found that the spectrum of the transfer matrix can be characterized by an inhomogeneous T-Q relation, a natural but nontrivial…

Mathematical Physics · Physics 2015-06-09 Yupeng Wang , Wen-Li Yang , Junpeng Cao , Kangjie Shi

We prove that the $q$-state Potts model and the random-cluster model with cluster weight $q>4$ undergo a discontinuous phase transition on the square lattice. More precisely, we show - Existence of multiple infinite-volume measures for the…

Probability · Mathematics 2017-09-06 Hugo Duminil-Copin , Maxime Gagnebin , Matan Harel , Ioan Manolescu , Vincent Tassion

We introduce a new family of $N\times N$ random real symmetric matrix ensembles, the $k$-checkerboard matrices, whose limiting spectral measure has two components which can be determined explicitly. All but $k$ eigenvalues are in the bulk,…

A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.

Condensed Matter · Physics 2009-10-22 Moshe Moshe , Herbert Neuberger , Boris Shapiro

Let X_R be the zero locus in RP^n of one or two independently and Weyl distributed random real quadratic forms (this is the same as requiring that the corresponding symmetric matrices are in the Gaussian Orthogonal Ensemble). We prove that…

Algebraic Topology · Mathematics 2013-06-19 Antonio Lerario

We study the length of short cycles on uniformly random metric maps (also known as ribbon graphs) of large genus using a Teichm\"uller theory approach. We establish that, as the genus tends to infinity, the length spectrum converges to a…

Probability · Mathematics 2025-04-16 Simon Barazer , Alessandro Giacchetto , Mingkun Liu

We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the statistics of most of the eigenvalues in the spectrum of C agree…

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…

Quantum Physics · Physics 2021-05-11 Jiongning Che , Junjie Lu , 2 Xiaodong Zhang , 1 Barbara Dietz , Guozhi Chai

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · Physics 2009-10-22 Ovidiu Costin , Joel L. Lebowitz

We study graphical representations for two related models. The first model is the transverse field quantum Ising model, an extension of the original Ising model which was introduced by Lieb, Schultz and Mattis in the 1960's. The second…

Probability · Mathematics 2010-11-12 Jakob E. Björnberg

We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been…

Statistical Mechanics · Physics 2009-11-10 Akihiko Utsugi , Kazusumi Ino , Masaki Oshikawa

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

Molecular Networks · Quantitative Biology 2015-05-18 Sarika Jalan , Norbert Solymosi , Gabör Vattay , Baowen Li

In this paper we study the component structure of random graphs with independence between the edges. Under mild assumptions, we determine whether there is a giant component, and find its asymptotic size when it exists. We assume that the…

Probability · Mathematics 2010-06-29 Bela Bollobas , Svante Janson , Oliver Riordan

We consider a free fermion chain with uniform nearest-neighbor hopping and let it evolve from an arbitrary initial state with a fixed macroscopic number of particles. We then prove that, at a sufficiently large and typical time, the…

Statistical Mechanics · Physics 2026-04-13 Hal Tasaki