Code for my bachelor thesis Quantum chaos on Graphs. The main part of this repository is its root-finding solution. Then, the Nearest Neighbor Distribution is performed for the quantum spectra and also for the spectra of some random matrices.
Minimal code and results from the paper 'Unveiling Order from Chaos by approximate 2-localization of random matrices'
This research work is about Limited Data Acquisition for the real life physical experiment of fluid flow across cylinder based on Kernelized Extended Dynamic Mode Decomposition by incorporating Gaussian Random Matrix Theory and Laplacian Kernel Function Hilbert space.
Density of states for the AL, Schur, and IND lattices
A solution for one of Sethna's "Statistical Mechanics: Entropy, Order Parameters, and Complexity" problems regarding Random Matrix Theory.
Random matrix theory and spectral graph algorithms
Repository for portfolio optimization with Markowitz theory
Random matrix theory of polarized light scattering in disordered media
Generate the Tracy-Widom distribution functions for beta = 1, 2, or 4 in Python
Python scripts from paper Optimal cleaning for singular values of cross-covariance matrices, by Florent Benaych-Georges, Jean-Philippe Bouchaud, Marc Potters (see https://arxiv.org/abs/1901.05543)
Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization
Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
Python toolbox for sampling Determinantal Point Processes
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