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This is a comprehensive review of the random-matrix approach to the theory of phase-coherent conduction in mesocopic systems. The theory is applied to a variety of physical phenomena in quantum dots and disordered wires, including universal…

介观与纳米尺度物理 · 物理学 2008-02-03 C. W. J. Beenakker

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…

统计力学 · 物理学 2019-05-28 Akhilesh Pandey , Avanish Kumar , Sanjay Puri

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…

核理论 · 物理学 2015-05-18 G. E. Mitchell , A. Richter , H. A. Weidenmueller

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…

凝聚态物理 · 物理学 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…

无序系统与神经网络 · 物理学 2021-05-11 Yan V Fyodorov

Electronic transport through chaotic quantum dots exhibits universal, system independent, properties, consistent with random matrix theory. The quantum transport can also be rooted, via the semiclassical approximation, in sums over the…

混沌动力学 · 物理学 2013-03-06 Gregory Berkolaiko , Jack Kuipers

We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…

介观与纳米尺度物理 · 物理学 2018-05-29 M. S. Hussein , J. G. G. S. Ramos

It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…

介观与纳米尺度物理 · 物理学 2007-05-23 K. B. Efetov

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…

可精确求解与可积系统 · 物理学 2008-06-10 Mark Mineev-Weinstein , Mihai Putinar , Razvan Teodorescu

Large-dimensional random matrix theory, RMT for short, which originates from the research field of quantum physics, has shown tremendous capability in providing deep insights into large dimensional systems. With the fact that we have…

谱理论 · 数学 2021-04-06 Jungang Ge , Ying-Chang Liang , Zhidong Bai , Guangming Pan

We review the state of the art of the theory of Euclidean random matrices, focusing on the density of their eigenvalues. Both Hermitian and non-Hermitian matrices are considered and links with simpler, standard random matrix ensembles are…

数学物理 · 物理学 2013-03-13 A. Goetschy , S. E. Skipetrov

We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the…

统计金融 · 定量金融 2018-09-27 Hirdesh K. Pharasi , Kiran Sharma , Anirban Chakraborti , Thomas H. Seligman

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,…

统计方法学 · 统计学 2024-12-11 Swapnaneel Bhattacharyya , Srijan Chattopadhyay , Sevantee Basu

Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…

高能物理 - 理论 · 物理学 2009-10-30 Sanjay Jain

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…

介观与纳米尺度物理 · 物理学 2015-06-10 Yan V. Fyodorov , Dmitry V. Savin

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…

混沌动力学 · 物理学 2011-09-27 A. Y. Abul-Magd

Random matrix theory is used to represent generic loss of coherence of a fixed central system coupled to a quantum-chaotic environment, represented by a random matrix ensemble, via random interactions. We study the average density matrix…

量子物理 · 物理学 2009-09-30 T. Gorin , C. Pineda , H. Kohler , T. H. Seligman

We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…

数学物理 · 物理学 2011-12-06 A. Abd El-Hady , A. Y. Abul-Magd

This is a brief overview of RMT applications to quantum or wave chaotic resonance scattering, focusing mainly on theoretical results obtained via non-perturbative methods starting from mid-nineties.

介观与纳米尺度物理 · 物理学 2012-05-04 Y. V. Fyodorov , D. V. Savin

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…

凝聚态物理 · 物理学 2009-11-07 Tsampikos Kottos , Doron Cohen
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