Completing the picture for the smallest eigenvalue of real Wishart matrices.

Rectangular real N×(N+ν) matrices W with a Gaussian distribution appear very frequently in data analysis, condensed matter physics, and quantum field theory. A central question concerns the correlations encoded in the spectral statistics of WW^{T}. The extreme eigenvalues of WW^{T} are of particular interest. We explicitly compute the distribution and the gap probability of the smallest nonzero eigenvalue in this ensemble, both for arbitrary fixed N and ν, and in the universal large N limit with ν fixed. We uncover an integrable Pfaffian structure valid for all even values of ν≥0. This extends previous results for odd ν at infinite N and recursive results for finite N and for all ν. Our mathematical results include the computation of expectation values of half-integer powers of characteristic polynomials.

Distribution of scattering matrix elements in quantum chaotic scattering.

Scattering is an important phenomenon which is observed in systems ranging from the micro- to macroscale. In the context of nuclear reaction theory, the Heidelberg approach was proposed and later demonstrated to be applicable to many chaotic scattering systems. To model the universal properties, stochasticity is introduced to the scattering matrix on the level of the Hamiltonian by using random matrices. A long-standing problem was the computation of the distribution of the off-diagonal scattering-matrix elements. We report here an exact solution to this problem and present analytical results for systems with preserved and with violated time-reversal invariance. Our derivation is based on a new variant of the supersymmetry method. We also validate our results with scattering data obtained from experiments with microwave billiards.

Observation of periodic orbits on curved two-dimensional geometries.

We measure elastomechanical spectra for a family of thin shells. We show that these spectra can be described by a "semiclassical" trace formula comprising periodic orbits on geodesics, with the periods of these orbits consistent with those extracted from experiment. The influence of periodic orbits on spectra in the case of two-dimensional curved geometries is thereby demonstrated, where the parameter corresponding to Planck's constant in quantum systems involves the wave number and the curvature radius. We use these findings to explain the marked clustering of levels when the shell is hemispherical.

Multivariate analysis of short time series in terms of ensembles of correlation matrices.

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity on that time scale. We can then study time evolution by looking at properties as a function of the epochs. This leads to singular correlation matrices and thus poor statistics. In the present paper, we propose an ensemble technique to deal with a large set of short time series without any consideration of non-stationarity. Given a singular data matrix, we randomly select subsets of time series and thus create an ensemble of non-singular correlation matrices. As the selection possibilities are binomially large, we will obtain good statistics for eigenvalues of correlation matrices, which are typically not independent. Once we defined the ensemble, we analyze its behavior for constant and block-diagonal correlations and compare numerics with analytic results for the corresponding correlated Wishart ensembles. We discuss differences resulting from spurious correlations due to repetitive use of time-series. The usefulness of this technique should extend beyond the stationary case if, on the time scale of the epochs, we have quasi-stationarity at least for most epochs.

Stochastic field theory for a dirac particle propagating in gauge field disorder

Recent theoretical and numerical developments show analogies between quantum chromodynamics (QCD) and disordered systems in condensed matter physics. We study the spectral fluctuations of a Dirac particle propagating in a finite four-dimensional box in the presence of gauge fields. We construct a model which combines Efetov's approach to disordered systems with the principles of chiral symmetry and QCD. To this end, the gauge fields are replaced with a stochastic white-noise potential, the gauge field disorder. Effective supersymmetric nonlinear sigma models are obtained. Spontaneous breaking of supersymmetry is found. We rigorously derive the equivalent of the Thouless energy within our generic model implying the universality of this scale in QCD. Connections to other low energy effective theories, in particular, the Nambu-Jona-Lasinio model and chiral perturbation theory, are found.

Experiments on elastomechanical wave functions in chaotic plates and their statistical features.

We measure the amplitude of the elastomechanical displacement at a fine grid of points on a free plate having the shape of a Sinai stadium. The obtained displacement field formally corresponds to a wave function in a quantum system. While the distribution of the squared amplitudes agrees with the prediction of random matrix theory (RMT), there is a strong deviation of the spatial correlator from the standard prediction for quantum chaotic systems. We show that this is due to the presence of two modes, leading to a beating phenomenon. We construct a proper extension of the spatial correlator within the framework of RMT.

Spectral properties and dynamical tunneling in constant-width billiards.

We determine with unprecedented accuracy the lowest 900 eigenvalues of two quantum constant-width billiards from resonance spectra measured with flat, superconducting microwave resonators. While the classical dynamics of the constant-width billiards is unidirectional, a change of the direction of motion is possible in the corresponding quantum system via dynamical tunneling. This becomes manifest in a splitting of the vast majority of resonances into doublets of nearly degenerate ones. The fluctuation properties of the two respective spectra are demonstrated to coincide with those of a random-matrix model for systems with violated time-reversal invariance and a mixed dynamics. Furthermore, we investigate tunneling in terms of the splittings of the doublet partners. On the basis of the random-matrix model we derive an analytical expression for the splitting distribution which is generally applicable to systems exhibiting dynamical tunneling between two regions with (predominantly) chaotic dynamics.

Superscars in billiards: a model for doorway states in quantum spectra.

In a unifying way, the doorway mechanism explains spectral properties in a rich variety of open mesoscopic quantum systems, ranging from atoms to nuclei. A distinct state and a background of other states couple to each other which sensitively affects the strength function. The recently measured superscars in the barrier billiard provide an ideal model for an in-depth investigation of this mechanism. We introduce two new statistical observables: the full distribution of the maximum coupling coefficient to the doorway and directed spatial correlators. Using random matrix theory and random plane waves, we obtain a consistent understanding of the experimental data.

Surprising relations between parametric level correlations and fidelity decay.

Relations among fidelity, cross-form-factor (i.e., parametric level correlations), and level velocity correlations are found both by deriving a Ward identity in a two-matrix model and by comparing exact results, using supersymmetry techniques, in the framework of random matrix theory. A power law decay near Heisenberg time, as a function of the relevant parameter, is shown to be at the root of revivals recently discovered for fidelity decay. For cross-form-factors the revivals are illustrated by a numerical study of a multiply kicked Ising spin chain.

Strength distributions and symmetry breaking in coupled microwave billiards.

Flat microwave cavities can be used to experimentally simulate quantum mechanical systems. By coupling two such cavities, we study the equivalent to symmetry breaking in quantum mechanics. As the coupling is tunable, we can measure resonance strength distributions as a function of the symmetry breaking. We analyze the data by employing a qualitative model based on random matrix theory and show that the results derived from the strength distribution are consistent with those previously obtained from spectral statistics.

Impact of isospin breaking on the distribution of transition probabilities

In the present paper we investigate the effect of symmetry breaking in the statistical distributions of reduced transition amplitudes and reduced transition probabilities. These quantities are easier to access experimentally than the components of the eigenvectors and were measured by Adams et al. [Phys. Lett. B 422, 13 (1998)] for the electromagnetic transitions in 26Al. We focus on isospin symmetry breaking described by a matrix model where both the Hamiltonian and the electromagnetic operator break the symmetry. The results show that for partial isospin conservation, the statistical distribution of the reduced transition probability can considerably deviate from the Porter-Thomas distribution.