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We study universal traits which emerge both in real-world complex datasets, as well as in artificially generated ones. Our approach is to analogize data to a physical system and employ tools from statistical physics and Random Matrix Theory…

Machine Learning · Computer Science 2024-04-08 Noam Levi , Yaron Oz

We propose a novel method for analysis of experimental data obtained at relativistic nucleus-nucleus collisions. The method, based on the ideas of Random Matrix Theory, is applied to detect systematic errors that occur at measurements of…

High Energy Physics - Experiment · Physics 2009-11-11 E. I. Shahaliev , R. G. Nazmitdinov , A. A. Kuznetsov , M. K. Suleymanov , O. V. Teryaev

We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…

Mesoscale and Nanoscale Physics · Physics 2018-05-29 M. S. Hussein , J. G. G. S. Ramos

Quantum resource theories (QRTs) offer a highly versatile and powerful framework for studying different phenomena in quantum physics. From quantum entanglement to quantum computation, resource theories can be used to quantify a desirable…

Quantum Physics · Physics 2019-04-23 Eric Chitambar , Gilad Gour

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…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

We compute the survival probability of an initial state, with an energy in a certain window, by means of random matrix theory. We determine its probability distribution and show that is is universal, i.e. caracterised only by the symmetry…

Chaotic Dynamics · Physics 2009-11-07 Herve Kunz

Problems in applying random-matrix theory (RMT) to nuclear reactions arise in two domains. To justify the approach, statistical properties of isolated resonances observed experimentally must agree with RMT predictions. That agreement is…

Nuclear Theory · Physics 2015-06-18 H. A. Weidenmueller

The Hungarian physicist Eugene Wigner introduced random matrix models in physics to describe the energy spectra of atomic nuclei. As such, the main goal of Random Matrix Theory (RMT) has been to derive the eigenvalue statistics of matrices…

High Energy Physics - Theory · Physics 2022-10-03 Vijay Balasubramanian , Javier M. Magan , Qingyue Wu

In this article we present a self contained review of the principles of Matrix Theory including the basics of light cone quantization, the formulation of 11 dimensional M-Theory in terms of supersymmetric quantum mechanics, the origin of…

High Energy Physics - Theory · Physics 2007-05-23 Daniela Bigatti , Leonard Susskind

We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the…

Statistical Finance · Quantitative Finance 2018-09-27 Hirdesh K. Pharasi , Kiran Sharma , Anirban Chakraborti , Thomas H. Seligman

Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…

Probability · Mathematics 2018-06-22 Ramon van Handel

We calculate the S-matrix correlation function for chaotic scattering on quantum graphs and show that it agrees with that of random--matrix theory (RMT). We also calculate all higher S-matrix correlation functions in the Ericson regime.…

Mathematical Physics · Physics 2013-05-30 Z. Pluhar , H. A. Weidenmueller

The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…

Statistical Mechanics · Physics 2015-06-24 Maciej M. Duras

Electronic transport through chaotic quantum dots exhibits universal, system independent, properties, consistent with random matrix theory. The quantum transport can also be rooted, via the semiclassical approximation, in sums over the…

Chaotic Dynamics · Physics 2013-03-06 Gregory Berkolaiko , Jack Kuipers

We introduce and analyze the physics of "driving reversal" experiments. These are prototype wavepacket dynamics scenarios probing quantum irreversibility. Unlike the mostly hypothetical "time reversal" concept, a "driving reversal" scenario…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 M. Hiller , D. Cohen , T. Geisel , T. Kottos

The most general and versatile defining feature of quantum chaotic systems is that they possess an energy spectrum with correlations universally described by random matrix theory (RMT). This feature can be exhibited by systems with a well…

Chaotic Dynamics · Physics 2019-01-11 Bruno Bertini , Pavel Kos , Tomaz Prosen

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

Having spectral correlations that, over small enough energy scales, are described by random matrix theory is regarded as the most general defining feature of quantum chaotic systems as it applies in the many-body setting and away from any…

Statistical Mechanics · Physics 2024-09-02 Jonathon Riddell , Curt von Keyserlingk , Tomaž Prosen , Bruno Bertini

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

Spontaneous breaking of chiral symmetry in QCD has traditionally been inferred indirectly through low-energy theorems and comparison with experiments. Thanks to the understanding of an unexpected connection between chiral Random Matrix…

High Energy Physics - Phenomenology · Physics 2015-05-27 P. H. Damgaard