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We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…

概率论 · 数学 2013-06-06 Jinho Baik

We discuss mesoscopic effects in quantum dots, nanoparticles and nuclei. In quantum dots, we focus on the statistical regime of dots whose single-electron dynamics are chaotic. Random matrix theory methods, developed to explain the…

介观与纳米尺度物理 · 物理学 2009-11-11 Y. Alhassid

Sample correlation matrices are employed ubiquitously in statistics. However, quite surprisingly, little is known about their asymptotic spectral properties for high-dimensional data, particularly beyond the case of "null models" for which…

统计理论 · 数学 2019-03-13 David Morales-Jimenez , Iain M. Johnstone , Matthew R. McKay , Jeha Yang

We analyse the structure of the distribution of eigenvalues of the stock market correlation matrix with increasing length of the time series representing the price changes. We use 100 highly-capitalized stocks from the American market and…

物理与社会 · 物理学 2009-11-11 J. Kwapien , P. Oswiecimka , S. Drozdz

The earlier times of evolution of a magnetic system contain more information than we can imagine. Capturing correlation matrices G of different time evolutions of a simple testbed spin system, as the Ising model, we analyzed the density of…

统计力学 · 物理学 2022-06-03 Roberto da Silva

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

概率论 · 数学 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Self-propelled particles display unique collective phenomena, due to the intrinsic coupling of density and polarity. For instance, the giant number fluctuation appears in the orientationally ordered state, and the motility-induced phase…

统计力学 · 物理学 2024-09-04 Kyosuke Adachi , Hiroyoshi Nakano

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

数据分析、统计与概率 · 物理学 2009-11-07 M. S. Santhanam , Prabir K. Patra

Hubbard ladders are an important stepping stone to the physics of the two-dimensional Hubbard model. While many of their properties are accessible to numerical and analytical techniques, the question of whether weakly hole-doped Hubbard…

强关联电子 · 物理学 2015-11-23 Michele Dolfi , Bela Bauer , Sebastian Keller , Matthias Troyer

We study a new ensemble of random correlation matrices related to multivariate Student (or more generally elliptic) random variables. We establish the exact density of states of empirical correlation matrices that generalizes the…

统计金融 · 定量金融 2008-12-02 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

The calculation of the conductance of disordered rings requires a theory that goes beyond the Kubo-Drude formulation. Assuming "mesoscopic" circumstances the analysis of the electro-driven transitions show similarities with a percolation…

介观与纳米尺度物理 · 物理学 2008-06-05 Alexander Stotland , Rangga Budoyo , Tal Peer , Tsampikos Kottos , Doron Cohen

We study the effect of electron correlations on a system consisting of a single-level quantum dot with local Coulomb interaction attached to two superconducting leads. We use the single-impurity Anderson model with BCS superconducting baths…

介观与纳米尺度物理 · 物理学 2021-01-12 Vladislav Pokorný , Martin Žonda

This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…

数学物理 · 物理学 2015-10-22 J. R. Ipsen

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…

量子物理 · 物理学 2009-11-10 Hans-Juergen Sommers , Karol Zyczkowski

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-…

统计力学 · 物理学 2007-05-23 Pragya Shukla

We study the correlations between eigenvalues of the large random matrices by a renormalization group approach. The results strongly support the universality of the correlations proposed by Br\'ezin and Zee. Then we apply the results to the…

凝聚态物理 · 物理学 2009-10-22 Y. Morita , Y. Hatsugai , M. Kohmoto

The lasing threshold of a random laser is computed numerically from a generic model. It is shown that spatial correlations of the disorder in the medium (i.e., dielectric constant) lead to an increase of the decay rates of the eigenmodes…

介观与纳米尺度物理 · 物理学 2009-11-10 Michael Patra

Spectral statistics and correlations are the usual way to study the presence or absence of quantum chaos in quantum systems. We present our investigation on the study of the fluctuation average and variance of certain correlation functions…

量子物理 · 物理学 2025-02-11 Tanay Pathak

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

混沌动力学 · 物理学 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

At short distances, energy eigenfunctions of chaotic systems have spatial correlations that are well described by assuming a microcanonical density in phase space for the corresponding Wigner function. However, this is not correct on large…

chao-dyn · 物理学 2007-05-23 Mark Srednicki