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We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been…

Statistical Mechanics · Physics 2009-11-10 Akihiko Utsugi , Kazusumi Ino , Masaki Oshikawa

A recently proposed method of constructing seismic networks from 'record breaking events' from the earthquake catalog of California (Phy. Rev. E, 77 6,066104, 2008) was successfull in establishing causal features to seismicity and arrive at…

Geophysics · Physics 2017-08-02 P. G. Revathi , T. R. Krishnamohan

We quantify the correlation between earthquakes and use the same to distinguish between relevant causally connected earthquakes. Our correlation metric is a variation on the one introduced by Baiesi and Paczuski (2004). A network of…

Geophysics · Physics 2010-03-25 T. R. Krishna Mohan P. G. , Revathi

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

Earthquakes are a complex spatiotemporal phenomenon, the underlying mechanism for which is still not fully understood despite decades of research and analysis. We propose and develop a network approach to earthquake events. In this network,…

Geophysics · Physics 2015-05-28 Joel N. Tenenbaum , Shlomo Havlin , H. Eugene Stanley

Short and long range interactions between earthquakes are attracting increasing interest. Scale invariant properties of seismicity in time, space and energy argue for the presence of complex triggering mechanisms where, like a cascade…

Geophysics · Physics 2007-05-23 Patrizia Tosi , Valerio De Rubeis , Vittorio Loreto , Luciano Pietronero

Statistical properties of earthquakes are studied both by the analysis of real earthquake catalog of Japan and by numerical computer simulations of the spring-block model in both one and two dimensions. Particular attention is paid to the…

Other Condensed Matter · Physics 2012-01-27 Hikaru Kawamura

Random matrix theory of the transition strengths is applied to transport in the strongly localized regime. The crossover distribution function between the different ensembles is derived and used to predict quantitatively the {\sl universal}…

Condensed Matter · Physics 2009-10-22 Y. Meir , O. Entin-Wohlman

We invoke a metric to quantify the correlation between any two earthquakes. This provides a simple and straightforward alternative to using space-time windows to detect aftershock sequences and obviates the need to distinguish main shocks…

Geophysics · Physics 2020-01-29 Marco Baiesi , Maya Paczuski

In the present paper we have conducted studies on seismological properties using worldwide data of deep earthquakes (depth larger than 70 km), considering events with magnitude $m \geq 4.5$. We have addressed the problem under the…

To characterize the dynamical features of seismicity as a complex phenomenon, the seismic data is mapped to a growing random graph, which is a small-world scale-free network. Here, hierarchical and mixing properties of such a network are…

Disordered Systems and Neural Networks · Physics 2009-11-11 Sumiyoshi Abe , Norikazu Suzuki

We report a similarity of fluctuations in equilibrium critical phenomena and non-equilibrium systems, which is based on the concept of natural time. The world-wide seismicity as well as that of San Andreas fault system and Japan are…

Geophysics · Physics 2007-05-23 P. A. Varotsos , N. V. Sarlis , H. K. Tanaka , E. S. Skordas

Earthquake network captures the complexity of seismicity in a peculiar manner. Given a seismic data, the procedure of constructing an earthquake network proposed in [S. Abe, N, Suzuki, Europhys. Lett. 65 (2004) 581] contains as a single…

Geophysics · Physics 2014-07-16 Sumiyoshi Abe , Norikazu Suzuki

Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 M. G. Vavilov , P. W. Brouwer , V. Ambegaokar , C. W. J. Beenakker

Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…

High Energy Physics - Theory · Physics 2009-10-30 Sanjay Jain

Statistical tests of earthquake predictions require a null hypothesis to model occasional chance successes. To define and quantify `chance success' is knotty. Some null hypotheses ascribe chance to the Earth: Seismicity is modeled as…

Applications · Statistics 2022-09-21 Brad Luen , Philip B. Stark

Waveform cross correlation is an efficient tool for detection and characterization of seismic signals. The efficiency critically depends on the availability of master events. For the purposes of the Comprehensive Nuclear-Test-Ban Treaty,…

Geophysics · Physics 2013-05-15 Dmitry Bobrov , Ivan Kitov , Mikhail Rozhkov

Seismicity and faulting within the Earth crust are characterized by many scaling laws that are usually interpreted as qualifying the existence of underlying physical mechanisms associated with some kind of criticality in the sense of phase…

Geophysics · Physics 2021-03-31 Shyam Nandan , Sumit Kumar Ram , Guy Ouillon , Didier Sornette

Earthquakes are among the most immediate and deadly natural disasters that humans face. Accurately forecasting the extent of earthquake damage and assessing potential risks can be instrumental in saving numerous lives. In this study, we…

Computer Vision and Pattern Recognition · Computer Science 2024-02-06 Koyu Mizutani , Haruki Mitarai , Kakeru Miyazaki , Soichiro Kumano , Toshihiko Yamasaki

We propose a simple theory for the ``universal'' scaling law previously reported for the distributions of waiting times between earthquakes. It is based on a largely used benchmark model of seismicity, which just assumes no difference in…

Geophysics · Physics 2009-11-11 A. Saichev , D. Sornette
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