Related papers: Universal and nonuniversal distant regional correl…
This paper extends Bayesian mortality projection models for multiple populations considering the stochastic structure and the effect of spatial autocorrelation among the observations. We explain high levels of overdispersion according to…
Earthquake network is known to be of the small-world type. The values of the network characteristics, however, depend not only on the cell size (i.e., the scale of coarse graining needed for constructing the network) but also on the size of…
Non-Hermitian random matrices have been utilized in such diverse fields as dissipative and stochastic processes, mesoscopic physics, nuclear physics, and neural networks. However, the only known universal level-spacing statistics is that of…
The synchronization transition of correlated ensembles of coupled Kuramoto oscillators on sparse random networks is investigated. Extensive numerical simulations show that correlations between the native frequencies of adjacent oscillators…
All the fundamental interactions (such as gravity or electromagnetic interactions) are reciprocal in nature. However, in the macroscopic world, in particular outside equilibrium, non-reciprocal or non-mutual interactions are quite…
Structurally random matrices (SRMs) are a practical alternative to fully random matrices (FRMs) when generating compressive sensing measurements because of their computational efficiency and their universality with respect to the sparsifing…
We construct a unified semiclassical theory of charge and spin transport in chaotic ballistic and disordered diffusive mesoscopic systems with spin-orbit interaction. Neglecting dynamic effects of spin-orbit interaction, we reproduce the…
We revisit the probabilistic construction of sparse random matrices where each column has a fixed number of nonzeros whose row indices are drawn uniformly at random. These matrices have a one-to-one correspondence with the adjacency…
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
If we assume that earthquakes are chaotic, and influenced locally then chaos theory suggests that there should be a temporal association between earthquakes in a local region that should be revealed with statistical examination. To date no…
Modeling seismic activity rates and clustering plays an important role in studies of induced seismicity associated with mining and other resource extraction operations. This is critical for understanding the physical and statistical…
We develop and implement a new type of global earthquake forecast. Our forecast is a perturbation on a smoothed seismicity (Relative Intensity) spatial forecast combined with a temporal time-averaged (Poisson) forecast. A variety of…
We introduce the concept of $\epsilon$-uncontrollability for random linear systems, i.e. linear system in which the usual matrices have been replaced by random matrices. We also estimate the $\epsilon$-uncontrollability in the case where…
We report precursory seismic patterns prior to the 2016 Kumamoto earthquakes, as measured by four different methods based on changes in seismicity that can be used for earthquake forecasting: the b-value method, two methods of seismic…
Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…
We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the…
In this work, we introduce a new methodology to construct a network of epicenters that avoids problems found in well-established methodologies when they are applied to global catalogs of earthquakes located in shallow zones. The new…
We present an in-depth study of the universal correlations of scattering-matrix entries required in the framework of non-stationary many-body scattering where the incoming states are localized wavepackets. Contrary to the stationary case…
The unified scaling law for earthquakes, proposed by Bak, Christensen, Danon and Scanlon, is shown to hold worldwide, as well as for areas as diverse as Japan, New Zealand, Spain or New Madrid. The scaling functions that account for the…
Distance correlation has become an increasingly popular tool for detecting the nonlinear dependence between a pair of potentially high-dimensional random vectors. Most existing works have explored its asymptotic distributions under the null…