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We study the distribution of singular values of product of random matrices pertinent to the analysis of deep neural networks. The matrices resemble the product of the sample covariance matrices, however, an important difference is that the…

Mathematical Physics · Physics 2022-07-05 L. Pastur , V. Slavin

We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the…

Data Analysis, Statistics and Probability · Physics 2009-11-07 A. D. Jackson , B. Lautrup , P. Johansen , M. Nielsen

In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem, we aim to distinguish effects of the two types of dynamics by choosing initial states as random product states from two factor spaces representing…

Quantum Physics · Physics 2009-11-07 Thomas Gorin , Thomas H. Seligman

We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…

Mathematical Physics · Physics 2011-12-06 A. Abd El-Hady , A. Y. Abul-Magd

To every product of $2\times2$ matrices, there corresponds a one-dimensional Schr\"{o}dinger equation whose potential consists of generalised point scatterers. Products of {\em random} matrices are obtained by making these interactions and…

Disordered Systems and Neural Networks · Physics 2010-07-12 Alain Comtet , Christophe Texier , Yves Tourigny

A transfer matrix scaling technique is developed for randomly diluted systems, and applied to the site-diluted Ising model on a square lattice in two dimensions. For each allowed disorder configuration between two adjacent columns, the…

Condensed Matter · Physics 2009-10-22 S. L. A. de Queiroz , R. B. Stinchcombe

Birefringent crystals are extensively used to manipulate polarized light. The generalized transfer matrix developed allows efficient calculation of the full polarization state of light transmitted through and reflected by a stack of…

Optics · Physics 2014-03-25 Thomas Essinger-Hileman

Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…

Probability · Mathematics 2023-02-02 Mario Kieburg

Fundamental concepts in the quasi-one-dimensional geometry of disordered wires and random waveguides in which ideas of scaling and the transmission matrix were first introduced are reviewed. We discuss the use of the transmission matrix to…

Disordered Systems and Neural Networks · Physics 2023-07-19 Zhou Shi , Matthieu Davy , Azriel Z. Genack

An expansion method for perturbation of the zero temperature grand canonical density matrix is introduced. The method achieves quadratically convergent recursions that yield the response of the zero temperature density matrix upon variation…

Materials Science · Physics 2009-11-10 Anders M. N. Niklasson , Matt Challacombe

Inspired from modern out-of-equilibrium statistical physics models, a matrix product based framework permits the formal definition of random vectors (and random time series) whose desired joint distributions are a priori prescribed. Its key…

Statistical Mechanics · Physics 2012-03-21 Florian Angeletti , Eric Bertin , Patrice Abry

It has become increasingly clear that a full understanding of the physics of electrons in disordered systems requires an approach in which both disorder and interactions are taken into account. Work on small numbers of electrons has…

Disordered Systems and Neural Networks · Physics 2007-05-23 Jonathan M Carter , Angus MacKinnon

The relation between entanglement entropy and the computational difficulty of classically simulating Quantum Mechanics is briefly reviewed. Matrix product states are proven to provide an efficient representation of one-dimensional quantum…

Quantum Physics · Physics 2008-11-26 Jose I. Latorre

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

In this survey, we discuss some basic problems concerning random matrices with discrete distributions. Several new results, tools and conjectures will be presented.

Combinatorics · Mathematics 2007-05-23 V. Vu

This short course offers a new perspective on randomized algorithms for matrix computations. It explores the distinct ways in which probability can be used to design algorithms for numerical linear algebra. Each design template is…

Numerical Analysis · Mathematics 2025-09-23 Anastasia Kireeva , Joel A. Tropp

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

Similarities between models of fragmenting nuclei and disordered systems in condensed matter suggest corresponding methods. Several theoretical models of fragmentation investigated in this fashion show marked differences, indicating…

Nuclear Theory · Physics 2008-11-26 K. C. Chase , P. Bhattacharyya , A. Z. Mekjian

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

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