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Superstatistics in Random Matrix Theory
Published 2012-12-01Subjects: “…Chaotic dynamics, Quantum systems, Random matrix theory, Superstatistics.…”
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Crystallization of random matrix orbits
Published 2020“…In the second order, we observe a version of the discrete Gaussian Free Field put on top of this lattice, which provides a new explanation as to why the (continuous) Gaussian Free Field governs the global asymptotics of random matrix ensembles. ©2020…”
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Beyond universality in random matrix theory
Published 2018Get full text
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A random matrix approach to credit risk.
Published 2014-01-01“…This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations severely limits the effect of diversification in a credit portfolio if the correlations are not identically zero. …”
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Random Matrix Theory and Its Innovative Applications
Published 2018“…Recently more and more disciplines of science and engineering have found Random Matrix Theory valuable. Some disciplines use the limiting densities to indicate the cutoff between "noise" and "signal." …”
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Random matrix theory, numerical computation and applications
Published 2018“…We thereby provide new insights into the deeper mathematics underlying random matrix theory.…”
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On the Cartan decomposition for classical random matrix ensembles
Published 2022“…<jats:p> We complete Dyson’s dream by cementing the links between symmetric spaces and classical random matrix ensembles. Previous work has focused on a one-to-one correspondence between symmetric spaces and many but not all of the classical random matrix ensembles. …”
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Appearance of random matrix theory in deep learning
Published 2021“…These results shed new light on the applicability of Random Matrix Theory to modelling neural networks and suggest a role for it in the study of loss surfaces in deep learning.…”
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Random Matrix Transformation and Its Application in Image Hiding
Published 2023-01-01Subjects: “…random matrix…”
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Spontaneous symmetry breaking in fermionic random matrix model
Published 2019-10-01“…Abstract A fermionic random matrix model, which is a 0-dimensional version of the SYK model with replicas, is considered. …”
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Random matrix approach to the dynamics of stock inventory variations
Published 2012-01-01“…We find that the largest and the second largest eigenvalues ( λ _1 and λ _2 ) of the correlation matrix cannot be explained by random matrix theory and the projections of investors' inventory variations on the first eigenvector u ( λ _1 ) are linearly correlated with stock returns, where individual investors play a dominating role. …”
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Unorientable topological gravity and orthogonal random matrix universality
Published 2024-07-01“…Abstract The duality of Jackiw-Teitelboim (JT) gravity and a double scaled matrix integral has led to studies of the canonical spectral form factor (SFF) in the so called τ−scaled limit of large times, t → ∞, and fixed temperature, in order to demonstrate agreement with universal random matrix theory (RMT). Though this has been established for the unitary case, extensions to other symmetry classes requires the inclusion of unorientable manifolds in the sum over geometries, necessary to address time reversal invariance, and regularization of the corresponding prime geometrical objects, the Weil-Petersson (WP) volumes. …”
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Portfolio Optimization and Random Matrix Theory in Stock Exchange
Published 2021-11-01Subjects: Get full text
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