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We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the…

Condensed Matter · Physics 2016-08-31 Thomas Guhr , Axel Mueller-Groeling , Hans A. Weidenmueller

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov

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

Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…

Chaotic Dynamics · Physics 2011-09-27 A. Y. Abul-Magd

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 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

New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…

chao-dyn · Physics 2016-08-31 U. Smilansky

We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…

Quantum Physics · Physics 2026-04-28 Mario Kieburg

Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…

Exactly Solvable and Integrable Systems · Physics 2008-06-10 Mark Mineev-Weinstein , Mihai Putinar , Razvan Teodorescu

We summarize recent work showing that the $1/r^2$ model of interacting particles in 1-dimension is a universal Hamiltonian for quantum chaotic systems. The problem is analyzed in terms of random matrices and of the evolution of their…

Condensed Matter · Physics 2025-07-04 B. Sriram Shastry

Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…

Quantum Physics · Physics 2009-11-07 Jayendra N. Bandyopadhyay , Arul Lakshminarayan

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing…

Condensed Matter · Physics 2009-11-10 M. Caselle , U. Magnea

Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…

Disordered Systems and Neural Networks · Physics 2025-01-30 Joseph W. Baron , Thomas Jun Jewell , Christopher Ryder , Tobias Galla

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

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 concept of structural invariance previously introduced by the authors is used to argue that the connection between random matrix theory and quantum systems with a chaotic classical counterpart is in fact largely exact in the…

chao-dyn · Physics 2008-02-03 F. Leyvraz , T. H. Seligman

Consider a classically chaotic system which is described by a Hamiltonian H_0. At t=0 the Hamiltonian undergoes a sudden-change H_0 -> H. We consider the quantum-mechanical spreading of the evolving energy distribution, and argue that it…

Condensed Matter · Physics 2009-11-07 Tsampikos Kottos , Doron Cohen

The application of random-matrix theory (RMT) to compound-nucleus (CN) reactions is reviewed. An introduction into the basic concepts of nuclear scattering theory is followed by a survey of phenomenological approaches to CN scattering. The…

Nuclear Theory · Physics 2015-05-18 G. E. Mitchell , A. Richter , H. A. Weidenmueller

Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…

Mathematical Physics · Physics 2015-04-23 Yan V. Fyodorov , André Nock

We provide a self-contained introduction to random matrices. While some applications are mentioned, our main emphasis is on three different approaches to random matrix models: the Coulomb gas method and its interpretation in terms of…

Mathematical Physics · Physics 2018-07-06 Bertrand Eynard , Taro Kimura , Sylvain Ribault
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