Related papers: Matrix elements for the quantum cat map: Fluctuati…

In this paper, we prove a universality result of convergence for a bivariate random process defined by the eigenvectors of a sample covariance matrix. Let $V_n=(v_{ij})_{i \leq n,\, j\leq m}$ be a $n\times m$ random matrix, where $(n/m)\to…

Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

We consider the empirical eigenvalue distribution of an $m\times m$ principle submatrix of an $n\times n$ random unitary matrix distributed according to Haar measure. Earlier work of Petz and R\'effy identified the limiting spectral measure…

We study the value distribution and extreme values of eigenfunctions for the ``quantized cat map''. This is the quantization of a hyperbolic linear map of the torus. In a previous paper it was observed that there are quantum symmetries of…

In this lecture we argue that the fluctuations of Dirac eigenvalues on the finest scale, i.e. on the scale of the average level spacing do not depend on the underlying dynamics and can be obtained from a chiral random matrix theory with the…

We explore the covariance of error terms coming from Weyl's conjecture regarding the number of Dirichlet eigenvalues up to size $X$. We also consider this problem in short intervals, i.e. the error term of the number of eigenvalues in the…

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

We investigate the eigenvalue spectrum of the staggered Dirac matrix in SU(3) gauge theory and in full QCD on a $6^3\times 4$ lattice. As a measure of the fluctuation properties of the eigenvalues, we study the nearest-neighbor spacing…

We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

We introduce the concept of a hyperuniformity disorder length that controls the variance of volume fraction fluctuations for randomly placed windows of fixed size. In particular, fluctuations are determined by the average number of…

The aim of this work is to build financial crisis indicators based on spectral properties of the dynamics of market data. After choosing an optimal size for a rolling window, the historical market data in this window is seen every trading…

We evaluate the covariance matrix of the matter power spectrum using perturbation theory up to dominant terms at 1-loop order and compare it to numerical simulations. We decompose the covariance matrix into the disconnected (Gaussian) part,…

We consider the Laguerre Unitary Ensemble (aka, Wishart Ensemble) of sample covariance matrices $A = XX^*$, where $X$ is an $N \times n$ matrix with iid standard complex normal entries. Under the scaling $n = N + \lfloor \sqrt{ 4 c N}…

We study the resonance eigenstates of a particular quantization of the open baker map. For any admissible value of Planck's constant, the corresponding quantum map is a subunitary matrix, and the nonzero component of its spectrum is…

We consider the spectral form factor of random unitary matrices as well as of Floquet matrices of kicked tops. For a typical matrix the time dependence of the form factor looks erratic; only after a local time average over a suitably large…

We study the evolution of the distribution of eigenvalues of $N\times N$ matrix ensembles subject to a change of variances of its matrix elements. Our results indicate that the evolution of the probability density is governed by a Fokker-…

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

We analytically calculate the average value of i-th largest Schmidt coefficient for random pure quantum states. Schmidt coefficients, i.e., eigenvalues of the reduced density matrix, are expressed in the limit of large Hilbert space size…

In this paper we construct a sequence of eigenfunctions of the ``quantum Arnold's cat map'' that, in the semiclassical limit, show a strong scarring phenomenon on the periodic orbits of the dynamics. More precisely, those states have a…