Related papers: Variance of transmitted power in multichannel diss…
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…
Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…
We study the dissipation of diffuse ultrasonic energy in a reverberant body coupled to a waveguide, an analog for a mesoscopic electron in a quantum dot. A simple model predicts a Porter-Thomas like distribution of level widths and…
Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…
We introduce and analyze the physics of "driving reversal" experiments. These are prototype wavepacket dynamics scenarios probing quantum irreversibility. Unlike the mostly hypothetical "time reversal" concept, a "driving reversal" scenario…
In this paper we analyze a time-reversal experiment in a random underwater acoustic channel. In this kind of waveguide with semi-infinite cross section a propagating field can be decomposed over three kinds of modes: the propagating modes,…
Fading is the time-dependent variation in transmitted signal strength through a complex medium, due to interference or temporally evolving multipath scattering. In this paper we use random matrix theory (RMT) to establish a first-principles…
It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…
This is a cursory overview of applications of concepts from random matrix theory (RMT) to quantum electronics and classical & quantum optics. The emphasis is on phenomena, predicted or explained by RMT, that have actually been observed in…
We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…
Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…
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…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the…
The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…
We develop a mathematical framework to analyze electrochemical impedance spectra in terms of a distribution of diffusion times (DDT) for a parallel array of random finite-length Warburg (diffusion) or Gerischer (reaction-diffusion) circuit…
We present an analysis of enhanced wave transmission through random media with mirror symmetry about a reflecting barrier. The mathematical model is the acoustic wave equation and we consider two setups, where the wave propagation is along…
Within random matrix theory, the statistics of the eigensolutions depend fundamentally on the presence (or absence) of time reversal symmetry. Accepting the Bohigas-Giannoni-Schmit conjecture, this statement extends to quantum systems with…
We propose a new single frequency reverse time migration (RTM) algorithm for imaging extended targets using electromagnetic waves. The imaging functional is defined as the imaginary part of the cross-correlation of the Green function for…
Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…