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The Random Parameters model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we…

Statistical Finance · Quantitative Finance 2008-12-02 Camilo Rodrigues Neto , Andr\' e C. R. Martins

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

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…

Chaotic Dynamics · Physics 2011-09-27 A. Y. Abul-Magd

A novel scenario for the emergence of geometry in random multitrace matrix models of a single hermitian matrix $M$ with unitary $U(N) $ invariance, i.e. without a kinetic term, is presented. In particular, the dimension of the emergent…

High Energy Physics - Theory · Physics 2016-04-06 B. Ydri , A. Rouag , K. Ramda

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…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov

The concept of structural invariance previously introduced by the authors is used to argue that the connection between random matrix theory and quantum systems with a chaotic classical counterpart is in fact largely exact in the…

chao-dyn · Physics 2008-02-03 F. Leyvraz , T. H. Seligman

Considering a quantized chaotic system, we analyze the evolution of its eigenstates as a result of varying a control parameter. As the induced perturbation becomes larger, there is a crossover from a perturbative to a non-perturbative…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 J. A. Mendez-Bermudez , Tsampikos Kottos , Doron Cohen

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

We study spectral parametric correlations in quantum chaotic systems and introduce the number covariance as a measure of such correlations. We derive analytic results for the classical random matrix ensembles using the binary correlation…

Quantum Physics · Physics 2016-04-06 Vinayak , Sandeep Kumar , Akhilesh Pandey

We consider a classically chaotic system that is described by an Hamiltonian $H(Q,P;x)$ where x is a constant parameter. Our main interest is in the case of a gas-particle inside a cavity, where $x$ controls a deformation of the boundary or…

chao-dyn · Physics 2009-10-31 Doron Cohen , Eric J. Heller

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

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

We consider a classically chaotic system that is described by a Hamiltonian H(Q,P;x), where (Q,P) describes a particle moving inside a cavity, and x controls a deformation of the boundary. The quantum-eigenstates of the system are |n(x)>.…

Chaotic Dynamics · Physics 2009-10-31 Doron Cohen , Alex Barnett , Eric J. Heller

The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…

Chaotic Dynamics · Physics 2011-12-07 P. Leboeuf , A. G. Monastra

We study a class of Markov chains that model the evolution of a quantum system subject to repeated measurements. Each Markov chain in this class is defined by a measure on the space of matrices. It is then given by a random product of…

Probability · Mathematics 2017-04-03 Tristan Benoist , Martin Fraas , Yan Pautrat , Clément Pellegrini

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

Statistical Mechanics · Physics 2024-08-19 Roberto da Silva , Sandra D. Prado

For a sufficiently nice 2 dimensional shape, we define its approximating matrix (or patterned matrix) as a random matrix with iid entries arranged according to a given pattern. For large approximating matrices, we observe that the…

Probability · Mathematics 2022-01-04 Tapesh Yadav

We extend the application of the concept of structural invariance to bounded time independent systems. This concept, previously introduced by two of us to argue that the connection between random matrix theory and quantum systems with a…

chao-dyn · Physics 2009-10-31 F. Leyvraz , R. A. Mendez-Sanchez , T. H. Seligman

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

Matrix Models are the most effective way to describe strongly interacting systems with many degrees of freedom. They have proven successful in describing very different settings, from nuclei spectra to conduction in mesoscopic systems, from…

High Energy Physics - Theory · Physics 2015-07-29 Fabio Franchini

We study the crossover behavior of statistical properties of eigenvalues in a chaotic microcavity with different refractive indices. The level spacing distributions change from Wigner to Poisson distributions as the refractive index of a…

Quantum Physics · Physics 2019-04-03 Jung-Wan Ryu , Sang Wook Kim
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