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This paper presents theory for Normalized Random Measures (NRMs), Normalized Generalized Gammas (NGGs), a particular kind of NRM, and Dependent Hierarchical NRMs which allow networks of dependent NRMs to be analysed. These have been used,…

Machine Learning · Computer Science 2012-05-28 Changyou Chen , Wray Buntine , Nan Ding

Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…

Statistics Theory · Mathematics 2009-07-07 Jose A. Diaz-Garcia , Ramon Gutiérrez Jáimez

This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…

Machine Learning · Statistics 2019-06-19 Khalil Elkhalil , Abla Kammoun , Romain Couillet , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

In these lectures I present a basic introduction to supersymmetry, especially to N=1 supersymmetric gauge theories and their renormalization, in the Wess-Zumino gauge. I also discuss the various ways supersymmetry may be broken in order to…

High Energy Physics - Theory · Physics 2007-05-23 Olivier Piguet

We employ the random matrix theory (RMT) framework to revisit the distribution of resonance widths in quantum chaotic systems weakly coupled to the continuum via a finite number M of open channels. In contrast to the standard first-order…

Mesoscale and Nanoscale Physics · Physics 2015-06-10 Yan V. Fyodorov , Dmitry V. Savin

A sum of a large-dimensional random matrix polynomial and a fixed low-rank matrix polynomial is considered. The main assumption is that the resolvent of the random polynomial converges to some deterministic limit. A formula for the limit of…

Probability · Mathematics 2022-05-23 Patryk Pagacz , Michał Wojtylak

The statistics of gaps between quantum energy levels is a hallmark criterion in quantum chaos and quantum integrability studies. The relevant distributions corresponding to exactly integrable vs. fully chaotic systems are universal and…

Statistical Mechanics · Physics 2026-04-27 Ben Craps , Marine De Clerck , Oleg Evnin , Maxim Pavlov

The concepts of Wigner time delay and Wigner-Smith matrix allow to characterize temporal aspects of a quantum scattering process. The article reviews the statistical properties of the Wigner time delay for disordered systems; the case of…

Mesoscale and Nanoscale Physics · Physics 2018-11-06 Christophe Texier

We review some applications of central limit theorems and extreme values statistics in the context of disordered systems. We discuss several problems, in particular concerning Random Matrix Theory and the generalisation of the Tracy-Widom…

Statistical Mechanics · Physics 2009-11-13 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

The application of random matrix theory to scattering requires introduction of system-specific information. This paper shows that the average impedance matrix, which characterizes such system-specific properties, can be semiclassically…

Statistical Mechanics · Physics 2010-02-03 Jen-Hao Yeh , James A. Hart , Elliott Bradshaw , Thomas M. Antonsen , Edward Ott , Steven M. Anlage

Diagrammatic techniques to compute perturbatively the spectral properties of Euclidean Random Matrices in the high-density regime are introduced and discussed in detail. Such techniques are developed in two alternative and very different…

Disordered Systems and Neural Networks · Physics 2011-08-31 T. S. Grigera , V. Martin-Mayor , G. Parisi , P. Urbani , P. Verrocchio

In these Lectures, we present a pedagogical introduction to weak scale supersymmetry phenomenology. A basic understanding of the Standard Model and of the ideas behind Grand Unification, but no prior knowledge of supersymmetry, is assumed.…

High Energy Physics - Phenomenology · Physics 2007-05-23 Xerxes Tata

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

We study statistical properties of energy spectra of a tight-binding model on the two-dimensional quasiperiodic Ammann-Beenker tiling. Taking into account the symmetries of finite approximants, we find that the underlying universal…

Disordered Systems and Neural Networks · Physics 2015-06-25 Michael Schreiber , Uwe Grimm , Rudolf A. Roemer , Jian-Xin Zhong

We construct ensembles of random integrable matrices with any prescribed number of nontrivial integrals and formulate integrable matrix theory (IMT) -- a counterpart of random matrix theory (RMT) for quantum integrable models. A type-M…

Mesoscale and Nanoscale Physics · Physics 2016-05-20 Emil A. Yuzbashyan , B. Sriram Shastry , Jasen A. Scaramazza

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

We study the level-statistics of a disordered system undergoing the Anderson type metal-insulator transition. The disordered Hamiltonian is a sparse random matrix in the site representation and the statistics is obtained by taking an…

Disordered Systems and Neural Networks · Physics 2007-05-23 Pragya Shukla

The Wigner-Smith (WS) time delay matrix relates a system's scattering matrix to its frequency derivative and gives rise to so-called WS modes that experience well-defined group delays when interacting with the system. For systems composed…

Computational Physics · Physics 2023-06-14 Yiqian Mao , Utkarsh R. Patel , Eric Michielssen

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

These lectures provide an introduction to supersymmetry phenomenology. They include an overview of the Minimal Supersymmetric Standard Model. The notion of soft breaking is explained, constraints on the standard soft breaking parameters are…

High Energy Physics - Phenomenology · Physics 2007-05-23 Michael Dine
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