相关论文: Parametric invariant Random Matrix Model and the e…

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…

We introduce the notion of multi-dimensional chaos that applies to processes described by erratic functions of several dynamical variables. We employ this concept in the interpretation of classical and quantum scattering off a pinball…

The set of covariance matrices of a continuous-variable quantum system with a finite number of degrees of freedom is a strict subset of the set of real positive-definite matrices due to Heisenberg's uncertainty principle. This has the…

We prove that any finite collection of quadratic forms (overlaps) of general deterministic matrices and eigenvectors of an $N\times N$ Wigner matrix has joint Gaussian fluctuations. This can be viewed as the random matrix analogue of the…

The striking fractal geometry of strange attractors underscores the generative nature of chaos: like probability distributions, chaotic systems can be repeatedly measured to produce arbitrarily-detailed information about the underlying…

A random matrix model to describe the coupling of $m$-fold symmetry is constructed. The particular threefold case is used to analyze data on eigenfrequencies of elastomechanical vibration of an anisotropic quartz block. It is suggested that…

The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…

Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…

We revisit the relative perturbation theory for invariant subspaces of positive definite matrix pairs. As a prototype model problem for our results we consider parameter dependent families of eigenvalue problems. We show that new estimates…

We provide a nonparametric method for the computation of instantaneous multivariate volatility for continuous semi-martingales, which is based on Fourier analysis. The co-volatility is reconstructed as a stochastic function of time by…

We use the context of dryland vegetation to study a general problem of complex pattern forming systems - multiple pattern-forming instabilities that are driven by distinct mechanisms but share the same spectral properties. We find that the…

We pursue the view that quantum theory may be an emergent structure related to large space-time scales. In particular, we consider classical Hamiltonian systems in which the intrinsic proper time evolution parameter is related through a…

This work proposes a very simple random matrix model, the Flip Matrix Model, liable to approximate the behavior of a two dimensional electron in a weak random potential. Its construction is based on a phase space analysis, a suitable…

A simple variogram model with two parameters is presented that includes the power variogram for the fractional Brownian motion, a modified De Wijsian model, the generalized Cauchy model and the multiquadrics model. One parameter controls…

We construct and study a supersymmetric quantum mechanical model with a single $U(N)$ adjoint fermionic matrix. The model is exactly solvable yet contains a large number of fortuitous states. We investigate these states exactly at finite…

A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…

The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…