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Recently, the theory of symmetric spaces has come to play an increased role in the physics of integrable systems and in quantum transport problems. In addition, it provides a classification of random matrix theories. In this paper we give a…

Condensed Matter · Physics 2007-05-23 Ulrika Magnea

The concept of random dynamical system is a comparatively recent development combining ideas and methods from the well developed areas of probability theory and dynamical systems. Due to our inaccurate knowledge of the particular physical…

Dynamical Systems · Mathematics 2007-05-23 Vitor Araujo

We propose a possible resolution for the problem of why the semicircular law is not observed, whilst the random matrix hypothesis describes well the fluctuation of energy spectra. We show in the random 2-matrix model that the interactions…

High Energy Physics - Theory · Physics 2007-05-23 E. Vinteler

We connect quantum graphs with infinite leads, and turn them to scattering systems. We show that they display all the features which characterize quantum scattering systems with an underlying classical chaotic dynamics: typical poles, delay…

Chaotic Dynamics · Physics 2009-11-07 Tsampikos Kottos , Uzy Smilansky

We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been…

Statistical Mechanics · Physics 2009-11-10 Akihiko Utsugi , Kazusumi Ino , Masaki Oshikawa

Random matrix theory has played a major role in several areas of pure and applied mathematics, as well as statistics, physics, and computer science. This lecture aims to describe the intrinsic freeness phenomenon and how it provides new…

Probability · Mathematics 2025-10-02 Afonso S. Bandeira

This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions…

Disordered Systems and Neural Networks · Physics 2012-08-24 V. E. Kravtsov

Random matrix models encode a theory of random two dimensional surfaces with applications to string theory, conformal field theory, statistical physics in random geometry and quantum gravity in two dimensions. The key to their success lies…

Mathematical Physics · Physics 2012-09-21 Razvan Gurau

Random matrices in the large N expansion and the so-called double scaling limit can be used as toy models for quantum gravity: 2D quantum gravity coupled to conformal matter. This has generated a tremendous expansion of random matrix…

Mathematical Physics · Physics 2014-10-08 Jean Zinn-Justin

A version of scattering theory that was developed many years ago to treat nuclear scattering processes, has provided a powerful tool to study universality in scattering processes involving open quantum systems with underlying classically…

Chaotic Dynamics · Physics 2022-10-12 L. E. Reichl , G. Akguc

We employ the random matrix theory (RMT) framework to revisit the distribution of resonance widths in quantum chaotic systems weakly coupled to the continuum via a finite number M of open channels. In contrast to the standard first-order…

Mesoscale and Nanoscale Physics · Physics 2015-06-10 Yan V. Fyodorov , Dmitry V. Savin

In this lecture we give a brief review of chiral Random Matrix Theory (chRMT) and its applications to QCD at nonzero chemical potential. We present both analytical arguments involving chiral perturbation theory and numerical evidence from…

High Energy Physics - Phenomenology · Physics 2009-10-31 J. J. M. Verbaarschot

We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

High Energy Physics - Phenomenology · Physics 2015-05-28 Benoit Vanderheyden , A D Jackson

We quantize graphs (networks) which consist of a finite number of bonds and vertices. We show that the spectral statistics of fully connected graphs is well reproduced by random matrix theory. We also define a classical phase space for the…

chao-dyn · Physics 2009-10-31 Tsampikos Kottos , Uzy Smilansky

If gravity respects quantum mechanics, it is important to identify the essential postulates of a quantum framework capable of incorporating gravitational phenomena. Such a construct likely requires elimination or modification of some of the…

Quantum Physics · Physics 2008-11-26 Steven B. Giddings

Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…

Statistics Theory · Mathematics 2009-07-07 Jose A. Diaz-Garcia , Ramon Gutiérrez Jáimez

We introduce the notion of multi-dimensional chaos that applies to processes described by erratic functions of several dynamical variables. We employ this concept in the interpretation of classical and quantum scattering off a pinball…

High Energy Physics - Theory · Physics 2026-05-27 Massimo Bianchi , Maurizio Firrotta , Jacob Sonnenschein , Dorin Weissman

The quantum density matrix generalises the classical concept of probability distribution to quantum theory. It gives the complete description of a quantum state as well as the observable quantities that can be extracted from it. Its…

Quantum Physics · Physics 2023-08-31 Apoorva D. Patel

Quantum dots pose a problem where one must confront three obstacles: randomness, interactions and finite size. Yet it is this confluence that allows one to make some theoretical advances by invoking three theoretical tools: Random Matrix…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 R. Shankar

Random matrix theory (RMT) is a powerful statistical tool to model spectral fluctuations. In addition, RMT provides efficient means to separate different scales in spectra. Recently RMT has found application in quantum chromodynamics (QCD).…

High Energy Physics - Lattice · Physics 2015-06-25 M. E. Berbenni , T. Guhr , J. -Z. Ma , S. Meyer , T. Wilke
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