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The study of correlated time-series is ubiquitous in statistical analysis, and the matrix decomposition of the cross-correlations between time series is a universal tool to extract the principal patterns of behavior in a wide range of…

Statistical Mechanics · Physics 2020-07-28 Paolo Barucca , Mario Kieburg , Alexander Ossipov

The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…

Quantum Physics · Physics 2020-09-16 S. Harshini Tekur , M. S. Santhanam

The spectral statistics and entanglement within the eigenstates of generic spin chain Hamiltonians are analysed. A class of random matrix ensembles is defined which include the most general nearest-neighbour qubit chain Hamiltonians. For…

Quantum Physics · Physics 2014-10-08 Huw J Wells

Spectral methods include a family of algorithms related to the eigenvectors of certain data-generated matrices. In this work, we are interested in studying the geometric landscape of the eigendecomposition problem in various spectral…

Optimization and Control · Mathematics 2022-07-13 Shuang Li , Gongguo Tang , Michael B. Wakin

How does coarsening affect the spectrum of a general graph? We provide conditions such that the principal eigenvalues and eigenspaces of a coarsened and original graph Laplacian matrices are close. The achieved approximation is shown to…

Machine Learning · Computer Science 2018-02-22 Andreas Loukas , Pierre Vandergheynst

We present methods that can provide an exponential savings in the resources required to perform dynamic parameter estimation using quantum systems. The key idea is to merge classical compressive sensing techniques with quantum control…

Quantum Physics · Physics 2015-06-16 Easwar Magesan , Alexandre Cooper , Paola Cappellaro

It is shown that the two-body character of the interaction in a many-body system gives rise to specific correlations between the components of compound states, even if this interaction is completely random. Surprisingly, these correlations…

Condensed Matter · Physics 2009-10-28 V. V. Flambaum , G. F. Gribakin , F. M. Izrailev

It is now a well-known fact that the correlations arising from local dichotomic measurements on an entangled quantum state may exhibit intrinsically non-classical features. In this paper we delve into a comprehensive study of random…

A detailed discussion of semiclassical trace formulae is presented and it is demonstrated how a regularized trace formula can be derived while dealing only with finite and convergent expressions. Furthermore, several applications of trace…

chao-dyn · Physics 2008-02-03 Jens Bolte

We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…

Disordered Systems and Neural Networks · Physics 2026-05-21 Yaprak Önder , Abbas Ali Saberi , Roderich Moessner

The correlations in the spectra of quantum systems are intimately related to correlations which are of genuine classical origin, and which appear in the spectra of actions of the classical periodic orbits of the corresponding classical…

Chaotic Dynamics · Physics 2009-11-07 Uzy Smilansky , Basile Verdene

Spectral properties of Hermitian Toeplitz, Hankel, and Toeplitz-plus-Hankel random matrices with independent identically distributed entries are investigated. Combining numerical and analytic arguments it is demonstrated that spectral…

Mathematical Physics · Physics 2021-04-28 Eugene Bogomolny , Olivier Giraud

A remarkable property of Hermitian ensembles is their universal behavior, that is, once properly rescaled the eigenvalue statistics does not depend on particularities of the ensemble. Recently, normal matrix ensembles have attracted…

Mathematical Physics · Physics 2009-09-21 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…

Quantum Physics · Physics 2009-11-10 Hans-Juergen Sommers , Karol Zyczkowski

Interacting random matrix systems are fundamental to modern theoretical physics and data science, yet a unified framework for their analysis has been lacking. This work introduces such a universal framework, built upon two novel concepts:…

Probability · Mathematics 2025-10-24 Cong Chen , Yong Li

We study the spectral statistics of quantum (metric) graphs whose vertices are equipped with preferred orientation vertex conditions. When comparing their spectral statistics to those predicted by suitable random matrix theory ensembles,…

Spectral Theory · Mathematics 2025-08-08 Ram Band , Pavel Exner , Divya Goel , Aviya Strauss

We study a new class of matrix models, formulated on a lattice. On each site are $N$ states with random energies governed by a Gaussian random matrix Hamiltonian. The states on different sites are coupled randomly. We calculate the density…

Condensed Matter · Physics 2009-10-22 E. Brézin , A. Zee

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or…

Probability · Mathematics 2014-10-28 Friedrich Götze , Martin Venker

Cross-Correlation random matrices have emerged as a promising indicator of phase transitions in spin systems. The core concept is that the evolution of magnetization encapsulates thermodynamic information [R. da Silva, Int. J. Mod. Phys. C,…

Statistical Mechanics · Physics 2024-08-19 Roberto da Silva , Sandra D. Prado

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

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