Portfolio Optimization and Random Matrix Theory in Stock Exchange by mostafa heidari haratemeh

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Integrated photonic programmable random matrix generator with minimal active components by Kevin Zelaya, Mostafa Honari-Latifpour, Mohammad-Ali Miri

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Vulnerability analysis on random matrix theory for power grid with flexible impact loads by Chuan Long, Shengyong Ye, Xinying Zhu, Minghai Xu, Xinting Yang, Yuqi Han, Liyang Liu

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Random Frequency Division Multiplexing by Chanzi Liu, Jianjian Wu, Qingfeng Zhou

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Condition Monitoring of Marine Diesel Lubrication System Based on an Optimized Random Singular Value Decomposition Model by Shuxia Ye, Bin Da, Liang Qi, Han Xiao, Shankai Li

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Quadratic Forms in Random Matrices with Applications in Spectrum Sensing by Daniel Gaetano Riviello, Giusi Alfano, Roberto Garello

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Comparing Two Strategies to Model Uncertainties in Structural Dynamics by Rubens Sampaio, Edson Cataldo

“…The second strategy (called nonparametric strategy) is more general and considers the whole stiffness matrix as uncertain, and associates a random matrix to it. In both cases, the probability density functions either of the random parameters or of the random matrix are deduced from the Maximum Entropy Principle using only the available information. …”
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Matrix Mappings on the Domains of Invertible Matrices by Muhammed Altun

“…We show that the characterization of a random matrix operator , where and are matrix domains with invertible matrices and , can be reduced to the characterization of the operator . …”
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Tridiagonal Hamiltonians modeling the density of states of the double-scaled SYK model by Pratik Nandy

“…Our numerical results are further corroborated by semi-analytical findings, a random matrix potential construction in the bulk, and the analytic results at the edge of the Lanczos spectra using the method of moments.…”
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Tail Bounds for ℓ1 Norm of Gaussian Random Matrices with Applications by Xianjie Gao, Mingliang Zhang, Jinming Luo

“…As major components of the random matrix theory, Gaussian random matrices have been playing an important role in many fields, because they are both unitary invariant and have independent entries and can be used as models for multivariate data or multivariate phenomena. …”
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A Spectrum Sensing Method Based on Signal Feature and Clustering Algorithm in Cognitive Wireless Multimedia Sensor Networks by Yongwei Zhang, Pin Wan, Shunchao Zhang, Yonghua Wang, Nan Li

“…In order to solve the problem of difficulty in determining the threshold in spectrum sensing technologies based on the random matrix theory, a spectrum sensing method based on clustering algorithm and signal feature is proposed for Cognitive Wireless Multimedia Sensor Networks. …”
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Disorder-free Sachdev-Ye-Kitaev models: Integrability and a precursor of chaos by Soshun Ozaki, Hosho Katsura

“…Conversely, our analysis shows no evidence of random-matrix behavior in level spacing statistics or the spectral form factor. …”
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The Exact Distribution of the Condition Number of Complex Random Matrices by Lin Shi, Taibin Gan, Hong Zhu, Xianming Gu

“…Let Gm×n (m≥n) be a complex random matrix and W=Gm×nHGm×n which is the complex Wishart matrix. …”
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Information limits and Thouless-Anderson-Palmer equations for spiked matrix models with structured noise by Jean Barbier, Francesco Camilli, Yizhou Xu, Marco Mondelli

“…In this paper, using tools from statistical physics (replica method) and random matrix theory (generalized spherical integrals) we establish the characterization of the information-theoretic limits for a noise matrix drawn from a general trace ensemble. …”
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RMT Assessments of the Market Latent Information Embedded in the Stocks' Raw, Normalized, and Partial Correlations by Dror Y. Kenett, Yoash Shapira, Eshel Ben-Jacob

“…We compared the Zipf plot, spectrum, and distribution of the eigenvalues for each matrix with the results of the corresponding random matrix. The analysis was performed on stocks belonging to the New York and Tel Aviv Stock Exchange, for the time period of January 2000 to March 2009. …”
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Thermal pseudo-entropy by Pawel Caputa, Bowen Chen, Tadashi Takayanagi, Takashi Tsuda

“…We have studied its properties in various quantum mechanical setups, Schwarzian theory, Random Matrix Theories, and 2D CFTs, including symmetric orbifolds. …”
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Optimal network sizes for most robust Turing patterns by Hazlam S. Ahmad Shaberi, Aibek Kappassov, Antonio Matas-Gil, Robert G. Endres

“…To address these issues, we employ random matrix theory to analyze the Jacobian matrices of larger networks with robust statistical properties. …”
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Two transitions in complex eigenvalue statistics: Hermiticity and integrability breaking by Gernot Akemann, Federico Balducci, Aurélia Chenu, Patricia Päßler, Federico Roccati, Ruth Shir

“…Open quantum systems have complex energy eigenvalues which are expected to follow non-Hermitian random matrix statistics, when chaotic, or two-dimensional (2d) Poisson statistics, when integrable. …”
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Source enumeration via RMT estimator with adaptive decision criterion based on linear shrinkage estimation of noise eigenvalues using relatively few samples by Huiyue Yi

“…Abstract Estimating the number of signals embedded in noise is a fundamental problem in array signal processing. The classic random matrix theory (RMT) estimator based on RMT does not consider the bias term of the expectation of the eigenvalue being tested, and thus, its detection performance will be affected by this bias term, and it also suffers from noise uncertainty in its decision threshold. …”
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Analysis of Stationary Random Responses for Non-Parametric Probabilistic Systems by Y. Zhao, Y.H. Zhang, J.H. Lin, W.P. Howson, F.W. Williams

“…A numerical example shows that the dynamic responses calculated using a conventional (mean) finite element model may be quite different from those based on a random matrix model. For precise fabrication, the uncertainties of models cannot be ignored and the proposed method should be useful in the analysis of such problems.…”
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