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Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

The interplay of disorder and interactions is a challenging topic of condensed matter physics, where correlations are crucial and exotic phases develop. In one spatial dimension, a particularly successful method to analyze such problems is…

Strongly Correlated Electrons · Physics 2019-12-10 V. L. Quito , Pedro L. S. Lopes , José A. Hoyos , E. Miranda

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

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

This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…

Condensed Matter · Physics 2008-02-03 Josef A. Zuk

This is a review of the properties of spectral fluctations in disordered metals, their relation with Random Matrix Theory and semiclassical picture. We also review the physics of persistent currents in mesoscopic isolated rings, the…

Mesoscale and Nanoscale Physics · Physics 2008-02-03 Gilles Montambaux

Motivated by recent studies of the phenomenon of Coherent Perfect Absorption, we develop the random matrix theory framework for understanding statistics of the zeros of the (subunitary) scattering matrices in the complex energy plane, as…

Disordered Systems and Neural Networks · Physics 2020-07-15 Mohammed Osman , Yan V. Fyodorov

I provide a pedagogical introduction to supersymmetry. The level of discussion is aimed at readers who are familiar with the Standard Model and quantum field theory, but who have had little or no prior exposure to supersymmetry. Topics…

High Energy Physics - Phenomenology · Physics 2016-11-03 Stephen P. Martin

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

We derive the theory of the quantum (zero temperature) superconductor to metal transition in disordered materials when the resistance of the normal metal near criticality is small compared to the quantum of resistivity. This can occur most…

Strongly Correlated Electrons · Physics 2009-11-13 B. Spivak , P. Oreto , S. A. Kivelson

The Wigner-Dyson-Gaudin-Mehta conjecture asserts that the local eigenvalue statistics of large real and complex Hermitian matrices with independent, identically distributed entries are universal in a sense that they depend only on the…

Probability · Mathematics 2014-07-24 Laszlo Erdos

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…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Igor Rozhkov , Yan V. Fyodorov , Richard L. Weaver

The first work of Dyson relating to random matrix theory, "The dynamics of a disordered linear chain", is reviewed. Contained in this work is an exact solution of a so-called Type I chain in the case of the disorder variables being given by…

Mathematical Physics · Physics 2021-10-13 Peter J. Forrester

Modern Machine Learning (ML) and Deep Neural Networks (DNNs) often operate on high-dimensional data and rely on overparameterized models, where classical low-dimensional intuitions break down. In particular, the proportional regime where…

Machine Learning · Statistics 2026-04-17 Zhenyu Liao , Michael W. Mahoney

Random matrix theory (RMT) universality is the defining property of quantum mechanical chaotic systems, and can be probed by observables like the spectral form factor (SFF). In this paper, we describe systematic deviations from RMT…

Statistical Mechanics · Physics 2025-01-15 Rahel L. Baumgartner , Luca V. Delacrétaz , Pranjal Nayak , Julian Sonner

In this review article, we discuss connections between the physics of disordered systems, phase transitions in inference problems, and computational hardness. We introduce two models representing the behavior of glassy systems, the spiked…

Disordered Systems and Neural Networks · Physics 2022-12-07 David Gamarnik , Cristopher Moore , Lenka Zdeborová

Neural networks have been used successfully in a variety of fields, which has led to a great deal of interest in developing a theoretical understanding of how they store the information needed to perform a particular task. We study the…

Disordered Systems and Neural Networks · Physics 2022-11-16 Matthias Thamm , Max Staats , Bernd Rosenow

Over the past decades, a great body of theoretical and mathematical work has been devoted to random-matrix descriptions of open quantum systems. In these notes, based on lectures delivered at the Les Houches Summer School "Stochastic…

Disordered Systems and Neural Networks · Physics 2017-01-09 Henning Schomerus

A generalized Hubbard-Stratonovitch transformation relating an integral over random unitary N times N matrices to an integral over Efetov's unitary sigma model manifold, is introduced. This transformation adapts the supersymmetry method to…

chao-dyn · Physics 2009-10-28 Martin R. Zirnbauer

We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

High Energy Physics - Phenomenology · Physics 2015-05-28 Benoit Vanderheyden , A D Jackson