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Register a new userRandom matrix theory: Wigner-Dyson statistics and beyond. (Lecture notes of a course given at SISSA (Trieste, Italy))
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V.E.Kravtsov
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This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions with inverse square interaction (Calogero-Sutherland model). Certain non-invariant random matrix ensembles are also considered with the emphasis on the eigenfunction statistics in them. The course can also be viewed as introduction to theory of localization where the (non-invariant) random matrix ensembles play a role of the toy models to illustrate functional methods based on super-vector/super-matrix representations.
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We study the statistical properties of the complex generalization of Wigner time delay $tau_text{W}$ for sub-unitary wave chaotic scattering systems. We first demonstrate theoretically that the mean value of the $text{Re}[tau_text{W}]$ distribution function for a system with uniform absorption strength $eta$ is equal to the fraction of scattering matrix poles with imaginary parts exceeding $eta$. The theory is tested experimentally with an ensemble of microwave graphs with either one or two scattering channels, and showing broken time-reversal invariance and variable uniform attenuation. The experimental results are in excellent agreement with the developed theory. The tails of the distributions of both real and imaginary time delay are measured and are also found to agree with theory. The results are applicable to any practical realization of a wave chaotic scattering system in the short-wavelength limit.
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We present a simple, perturbative approach for calculating spectral densities for random matrix ensembles in the thermodynamic limit we call the Perturbative Resolvent Method (PRM). The PRM is based on constructing a linear system of equations and calculating how the solutions to these equation change in response to a small perturbation using the zero-temperature cavity method. We illustrate the power of the method by providing simple analytic derivations of the Wigner Semi-circle Law for symmetric matrices, the Marchenko-Pastur Law for Wishart matrices, the spectral density for a product Wishart matrix composed of two square matrices, and the Circle and elliptic laws for real random matrices.
Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the Random Matrix Ensembles, which were first introduced in connection with the statistical description of disordered quantum conductors.
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