Related papers: Parametric invariant Random Matrix Model and the e…
This paper summarizes some work I've been doing on eigenvalue correlators of Random Matrix Models which show some interesting behaviour. First we consider matrix models with gaps in there spectrum or density of eigenvalues. The…
External and internal factors may cause a system's parameter to vary with time before it stabilizes. This drift induces a regime shift when the parameter crosses a bifurcation. Here, we study the case of an infinite dimensional system: a…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
The random matrix ensembles are applied to the quantum chaotic systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…
We present a possible extension of the random-matrix theory, which is widely used to describe spectral fluctuations of chaotic systems. By considering the Kaniadakis non-Gaussian statistics, characterized by the index {\kappa}…
Random Matrix theory has become a field on its own with a breadth of new results, techniques, and ideas in the last thirty years. In these proceedings of the 8ECM 2021, I illustrate some of these advances by describing what is known about…
In a differential approach elaborated, we study the evolution of the parameters of Gaussian, mixed, continuous variable density matrices, whose dynamics are given by Hermitian Hamiltonians expressed as quadratic forms of the position and…
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…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
This paper deals with the problem of estimating the covariance matrix of a series of independent multivariate observations, in the case where the dimension of each observation is of the same order as the number of observations. Although…
The power-law random banded matrices and the ultrametric random matrices are investigated numerically in the regime where eigenstates are extended but all integer matrix moments remain finite in the limit of large matrix dimensions. Though…
Several mechanisms have been proposed to explain the spontaneous generation of self-organized patterns, hypothesised to play a role in the formation of many of the magnificent patterns observed in Nature. In several cases of interest, the…
A non-ergodic quantum state of a many body system is in general random as well as multi-parametric, former due to a lack of exact information due to complexity and latter reflecting its varied behavior in different parts of the Hilbert…
A theory of spontaneous parametric down-conversion, which gives rise to a quantum state that is entangled in multiple parameters, such as three-dimensional wavevector and polarization, allows us to understand the unusual characteristics of…
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…
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…
The eigenvalue distribution of Hoppe's two matrix model is investigated in detail as a function of the model's coupling. For small couplings it is a perturbed Wigner semicircle, while for large couplings it is a parabolic distribution which…
Nonlinear instabilities are responsible for spontaneous pattern formation in a vast number of natural and engineered systems ranging from biology to galaxies build-up. We propose a new instability mechanism leading to pattern formation in…
Quantum chaotic systems are conjectured to display a spectrum whose fine-grained features (gaps and correlations) are well described by Random Matrix Theory (RMT). We propose and develop a complementary version of this conjecture: quantum…