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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…

Exactly Solvable and Integrable Systems · Physics 2008-06-10 Mark Mineev-Weinstein , Mihai Putinar , Razvan Teodorescu

We study the fluctuation properties of transition intensities applying a recently proposed generalization of the random matrix theory, which is based on Beck and Cohen's superstatistics. We obtain an analytic expression for the distribution…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

Statistical Mechanics · Physics 2015-10-28 Purushottam D. Dixit

Subshifts of deterministic substitutions are ubiquitous objects in dynamical systems and aperiodic order (the mathematical theory of quasicrystals). Two of their most striking features are that they have low complexity (zero topological…

Dynamical Systems · Mathematics 2026-01-14 Philipp Gohlke , Andrew Mitchell , Dan Rust , Tony Samuel

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…

Quantum Physics · Physics 2012-12-21 Christopher Birchall , Henning Schomerus

Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…

Statistical Mechanics · Physics 2009-07-14 A. Y. Abul-Magd

This paper considers a distributed wave-based sensing system that probes a scene consisting of multiple interacting idealized targets. Each sensor is a collocated transmit-receive pair that is capable of transmitting arbitrary wideband…

Optics · Physics 2015-10-27 Jerry Kim , Margaret Cheney , Eric Mokole

We investigate the spectra of adjacency matrices of multiplex networks under random matrix theory (RMT) framework. Through extensive numerical experiments, we demonstrate that upon multiplexing two random networks, the spectra of the…

Statistical Mechanics · Physics 2021-11-10 Tanu Raghav , Sarika Jalan

We review recent progress in analysing wave scattering in systems with both intrinsic chaos and/or disorder and internal losses, when the scattering matrix is no longer unitary. By mapping the problem onto a nonlinear supersymmetric…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Y. V. Fyodorov , D. V. Savin , H. -J. Sommers

The large-scale integration of inverter-based resources (IBRs), particularly distributed photovoltaics (DPVs), into distribution networks increases the need for integrated transmission and distribution (T&D) co-simulation. A key challenge…

Systems and Control · Electrical Eng. & Systems 2026-04-23 Jong Ha Woo , Qi Xiao , Yu Ma , Zishuo Yang , Victor Daldegan Paduani , Ning Lu

Random geometric graphs (RGGs) are commonly used to model networked systems that depend on the underlying spatial embedding. We concern ourselves with the probability distribution of an RGG, which is crucial for studying its random…

Information Theory · Computer Science 2018-01-16 Mihai-Alin Badiu , Justin P. Coon

The intrinsic dynamical complexity of classically chaotic systems enforces a universal description of the transport properties of their wave-mechanical analogues. These universal rules have been established within the framework of linear…

Optics · Physics 2023-01-02 Cheng-Zhen Wang , Rodion Kononchuk , Ulrich Kuhl , Tsampikos Kottos

A deformed dielectric microcavity is used as an experimental platform for the analysis of the statistics of chaotic resonances, in the perspective of testing fractal Weyl laws at optical frequencies. In order to surmount the difficulties…

Chaotic Dynamics · Physics 2017-07-26 Domenico Lippolis , Li Wang , Yun-Feng Xiao

The reflection matrix R=S^{\dagger}S, with S being the scattering matrix, differs from the unit one, when absorption is finite. Using the random matrix approach, we calculate analytically the distribution function of its eigenvalues in the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 D. V. Savin , H. -J. Sommers

We discuss a model for studying the statistical properties of the impedance ($Z$) and scattering ($S$) matrices of open electromagnetic cavities with several transmission lines or waveguides connected to the cavity. In this paper, we mainly…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Xing Zheng , Thomas M. Antonsen , Edward Ott

We discuss a modification to Random Matrix Theory eigenstate statistics, that systematically takes into account the non-universal short-time behavior of chaotic systems. The method avoids diagonalization of the Hamiltonian, instead…

Chaotic Dynamics · Physics 2009-10-01 A. Matthew Smith , Lev Kaplan

A striking prediction from the random matrix theory in mesoscopic physics is the existence of "open channels": waves that can use multipath interference to achieve perfect transmission across an opaque disordered medium even in the…

Optics · Physics 2024-06-12 Ho-Chun Lin , Chia Wei Hsu

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 discuss how maximum entropy methods may be applied to the reconstruction of Markov processes underlying empirical time series and compare this approach to usual frequency sampling. It is shown that, at least in low dimension, there…

Risk Management · Quantitative Finance 2015-06-23 Gregor Chliamovitch , Alexandre Dupuis , Bastien Chopard , Anton Golub

The asymptotic mutual information (MI) analysis for multiple-input multiple-output (MIMO) systems over double-scattering channels has achieved engaging results, but the convergence rates of the mean, variance, and the distribution of the MI…

Information Theory · Computer Science 2023-01-18 Xin Zhang , Shenghui Song