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On the distribution of maximum value of the characteristic polynomial of GUE random matrices
Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider ...
Nonlinear Analogue of the May-Wigner Instability Transition
(PNAS, 2016-01)
We study a system of $N\gg 1$ degrees of freedom coupled via a smooth homogeneous Gaussian vector field with both gradient and divergence-free components. In the absence of coupling, the system is exponentially relaxing ...
Resonance width distribution in RMT: Weak coupling regime beyond Porter-Thomas
We employ the random matrix theory (RMT) framework to revisit the distribution of resonance widths in quantum chaotic systems weakly coupled to the continuum via a finite number M of open channels. In contrast to the ...
Counting equilibria of large complex systems by instability index
We consider a nonlinear autonomous system of $N\gg 1$ degrees of freedom randomly coupled by both relaxational ('gradient') and non-relaxational ('solenoidal') random interactions. We show that with increased interaction ...