Related papers: Universal correlations in random matrices: quantum…
The emergence of random matrix spectral correlations in interacting quantum systems is a defining feature of quantum chaos. We study such correlations in terms of the spectral form factor and its moments in interacting chaotic few- and…
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
Quantum chaotic systems exhibit certain universal statistical properties that closely resemble predictions from random matrix theory (RMT). With respect to observables, it has recently been conjectured that, when truncated to a sufficiently…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…
In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in…
A random matrix model of black holes is given based on analysis of Gaussian complex ensembles, based on the generalization of chRMT of QCD. Spacetime freedoms are incorporated in terms of eigenvalues of the ensemble. Classical observables…
In this short note we collect together known results on the use of Random Matrix Theory in lattice statistical mechanics. The purpose here is two fold. Firstly the RMT analysis provides an intrinsic characterization of integrability, and…
In these notes we explore a variety of models comprising a large number of constituents. An emphasis is placed on integrals over large Hermitian matrices, as well as quantum mechanical models whose degrees of freedom are organised in a…
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…
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…
In the present work we study the two-point correlation function $R(\epsilon)$ of the quantum mechanical spectrum of a classically chaotic system. Recently this quantity has been computed for chaotic and for disordered systems using periodic…
We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…
We use semiclassical methods to evaluate the spectral two-point correlation function of quantum chaotic systems with discrete geometrical symmetries. The energy spectra of these systems can be divided into subspectra that are associated to…
We analyze cross-correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of…
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…
We show that, within a finite window of parameter space, random matrix theory (RMT) statistics emerge in observables of a finite-volume massive free scalar field theory after a local operator quench. The spacing-ratio distribution of…
We speak of chaos in quantum systems if the statistical properties of the eigenvalue spectrum coincide with predictions of random-matrix theory. Chaos is a typical feature of atomic nuclei and other self-bound Fermi systems. How can the…
Using the random matrix description of open quantum chaotic systems we calculate in closed form the universal autocorrelation function and the probability distribution of the total photodissociation cross section in the regime of quantum…
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…