The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the systems act on these Hilbert spaces and they are treated as random matrices in generic bases of the eigenfunctions. The random e...

We compute the survival probability of an initial state, with an energy in a certain window, by means of random matrix theory. We determine its probability distribution and show that is is universal, i.e. caracterised only by the symmetry class of the hamiltonian and independent of the initial state. In classical mechanics, temporal chaos is caracterised by the extreme sensibility of a trajecto...

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities related to the eigenspectrum, such as the distribution of the largest eigenvalue, which can be expressed as multidimensional integrals or equivalently as determin...

1. Summary Random Matrix Theory has been a unifying approach in physics and mathematics. In these lectures we discuss applications of Random Matrix Theory to QCD and emphasize underlying integrable structures. In the first lecture we give an overview of QCD, its low-energy limit and the microscopic limit of the Dirac spectrum which, as we will see in the second lecture, can be described by chir...

In this review we discuss the relationship between random matrix theories and symmetric spaces. We show that the integration manifolds of random matrix theories, the eigenvalue distribution, and the Dyson and boundary indices characterizing the ensembles are in strict correspondence with symmetric spaces and the intrinsic characteristics of their restricted root lattices. Several important resu...

As was shown by Leutwyler and Smilga, the fact that chiral symmetry is broken and the existence of a effective finite volume partition function leads to an infinite number of sum rules for the eigenvalues of the Dirac operator in QCD. In this paper we argue these constraints, together with universality arguments from quantum chaos and universal conductance fluctuations, completely determine its...

In a recent letter [Hegewisch and Tomsovic, Europhys. Lett. 97, 34002 (2012)], random matrix theory is introduced for long-range acoustic propagation in the ocean. The theory is expressed in terms of unitary propagation matrices that represent the scattering between acoustic modes due to sound speed fluctuations induced by the ocean's internal waves. The scattering exhibits a power-law decay as...

In the past dozen years random matrix theory has become a useful tool for conjecturing answers to old and important questions in number theory. It was through the Riemann zeta function that the connection with random matrix theory was first made in the 1970s, and although there has also been much recent work concerning other varieties of L-functions, this article will concentrate on the zeta fu...

In this section, we concern ourselves with the differentiation of matrices. Differentiating matrix and vector functions is not significantly harder than differentiating scalar functions except that we need notation to keep track of the variables. We titled this section “matrix and vector” differentiation, but of course it is the function that we differentiate. The matrix or vector is just a not...