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Finding a suitable measurement matrix is an important topic in compressed sensing. Though the known random matrix, whose entries are drawn independently from a certain probability distribution, can be used as a measurement matrix and…

Information Theory · Computer Science 2013-07-09 Yi-Zheng Fan , Tao Huang , Ming Zhu

This is a cursory overview of applications of concepts from random matrix theory (RMT) to quantum electronics and classical & quantum optics. The emphasis is on phenomena, predicted or explained by RMT, that have actually been observed in…

Mesoscale and Nanoscale Physics · Physics 2011-09-06 C. W. J. Beenakker

We propose an efficient algorithm to numerically solve Anderson impurity problems using matrix product states. By introducing a modified chain mapping we obtain significantly lower entanglement, as compared to all previous attempts, while…

Strongly Correlated Electrons · Physics 2021-07-14 Lucas Kohn , Giuseppe E. Santoro

We consider the additive superimposition of an extensive number of independent Euclidean Random Matrices in the high-density regime. The resolvent is computed with techniques from free probability theory, as well as with the replica method…

Disordered Systems and Neural Networks · Physics 2020-05-27 Aldo Battista , Remi Monasson

Control charts can be applied in a wide range of areas, this paper focuses on generalisations suitable for healthcare applications. We concentrate on the effect of using mixture distributions as the possible shifts in the process mean…

Applications · Statistics 2021-12-14 Balázs Dobi , András Zempléni

The work relates to a new way for analysis of one-dimensional stochastic systems, based on consideration of its higher order difference structure. From this point of view, the deterministic and random processes are analyzed. A new numerical…

Chaotic Dynamics · Physics 2016-09-08 A. Yu. Shahverdian , A. V. Apkarian

The influence of uncorrelated, quenched disorder on the phase transition of two dimensional Potts models will be reviewed. After an introduction where the conditions of relevance of quenched randomness on phase transitions are exemplified…

Disordered Systems and Neural Networks · Physics 2007-05-23 Bertrand Berche , Christophe Chatelain

Matrix product purifications (MPPs) are a very efficient tool for the simulation of strongly correlated quantum many-body systems at finite temperatures. When a system features symmetries, these can be used to reduce computation costs…

Strongly Correlated Electrons · Physics 2018-02-15 Thomas Barthel

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

Disordered Systems and Neural Networks · Physics 2023-11-06 Lyle Poley , Tobias Galla , Joseph W. Baron

This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…

Statistical Mechanics · Physics 2019-05-28 Akhilesh Pandey , Avanish Kumar , Sanjay Puri

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

We consider the efficiency of multiplexing spatially encoded information across random configurations of a metasurface-programmable chaotic cavity in the microwave domain. The distribution of the effective rank of the channel matrix is…

Applied Physics · Physics 2020-08-05 Philipp del Hougne , Dmitry V. Savin , Olivier Legrand , Ulrich Kuhl

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…

Methodology · Statistics 2024-12-11 Swapnaneel Bhattacharyya , Srijan Chattopadhyay , Sevantee Basu

From the spread of pollutants in the atmosphere to the transmission of nutrients across cell membranes, anomalous diffusion processes are ubiquitous in natural systems. The ability to understand and control the mechanisms guiding such…

Statistical Mechanics · Physics 2021-01-04 E G Kostadinova , J L Padgett , C D Liaw , L S Matthews , T W Hyde

Neutron and X-ray reflectometry are important methods for studying thin multilayer systems. The Parratt method and the method of characteristic matrices, also referred to as transfer matrices, are used for simulation, evaluation of…

Other Condensed Matter · Physics 2026-03-09 Szilárd Sajti , László Deák

Bivariate normal distributions are often used to describe the joint probability density of a pair of random variables. These distributions arise across many domains, from telecommunications, to meteorology, ballistics, and computational…

Methodology · Statistics 2022-03-08 Emily A. Cooper , Hany Farid

Complex systems are typically represented by large ensembles of observations. Correlation matrices provide an efficient formal framework to extract information from such multivariate ensembles and identify in a quantifiable way patterns of…

Data Analysis, Statistics and Probability · Physics 2011-06-03 Stanislaw Drozdz , Jaroslaw Kwapien , Andreas A. Ioannides

In this note we discuss a common misconception, namely that embeddings are always used to reduce the dimensionality of the item space. We show that when we measure dimensionality in terms of information entropy then the embedding of sparse…

Machine Learning · Computer Science 2019-01-09 Maxim Naumov