相关论文: Parity Effects in Eigenvalue Correlators, Parametr…

In a previous Letter [Phys. Rev. Lett. 77, 4158 (1996)], a new correlation measure was introduced that sensitively probes phase space localization properties of eigenstates. It is based on a system's response to varying an external…

The eigenvalue distribution of Hoppe's two matrix model is investigated in detail as a function of the model's coupling. For small couplings it is a perturbed Wigner semicircle, while for large couplings it is a parabolic distribution which…

We point out that the transmission eigenvalue density and higher order correlation functions in chaotic cavities for an arbitrary number of incoming and outgoing leads $(N_1,N_2)$ are analytically known from the Jacobi ensemble of Random…

The paper is concerned with the effect of the spatio-temporal heterogeneity on the principal eigenvalue of some linear time-periodic parabolic system. Various asymptotic behaviors of the principal eigenvalue and its monotonicity, as a…

The scattering matrix approach is employed to determine a joint probability density function of reflection eigenvalues for chaotic cavities coupled to the outside world through both ballistic and tunnel point contacts. Derived under…

We study the behavior of two-time correlation functions at late times for finite system sizes considering observables whose (one-point) average value does not depend on energy. In the long time limit, we show that such correlation functions…

Correlations between electrons and the effective dimensionality are crucial factors that shape the properties of an interacting electron system. For example, the onsite Coulomb repulsion, U, may inhibit, or completely block the intersite…

We give an overview of the recursive characterisations of random matrix ensembles that are currently at the forefront of random matrix theory by way of studying two classes of ensembles using two different types of recursive schemes:…

It is critical to understand the properties of spatial correlation matrices in massive multiple-input multiple-output (MIMO) systems. We derive new bounds on the extreme eigenvalues of a spatial correlation matrix that is characterized by…

Eigenvectors of large matrices (and graphs) play an essential role in combinatorics and theoretical computer science. The goal of this survey is to provide an up-to-date account on properties of eigenvectors when the matrix (or graph) is…

The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices…

Correspondence in quantum chaotic systems is lost in short time scales. Introducing some noise we study the spectrum of the resulting coarse grained propagaor of density matrices. Some differen methods to compute the spectrum are reviewed.…

We study the crossover behavior of statistical properties of eigenvalues in a chaotic microcavity with different refractive indices. The level spacing distributions change from Wigner to Poisson distributions as the refractive index of a…

Current cosmological tensions motivate investigating extensions to the standard $\Lambda$CDM model. Additional model parameters are typically varied one or two at a time, in a series of separate tests. The purpose of this paper is to…

A generalized Wigner matrix perturbed by a finite-rank deterministic matrix is considered. The fluctuations of the largest eigenvalues, which emerge outside the bulk of the spectrum, and the corresponding eigenvectors, are studied. Under…

We investigate the passivity constraints on the relations between transmission, reflection, and absorption eigenvalues in linear time-invariant systems. Using techniques from matrix analysis, we derive necessary and sufficient conditions…

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…

Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to…

We derive the double scaling limit of eigenvalue correlations in the random matrix model at critical points and we relate the limiting correlation functions to a nonlinear hierarchy of ordinary differential equations.

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…