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The salient properties of large empirical covariance and correlation matrices are studied for three datasets of size 54, 55 and 330. The covariance is defined as a simple cross product of the returns, with weights that decay logarithmically…

Statistical Finance · Quantitative Finance 2009-03-10 Gilles Zumbach

We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…

Disordered Systems and Neural Networks · Physics 2015-06-03 Reimer Kuehn , Peter Sollich

We explore the covariance of redshift-space matter power spectra after a standard density-field reconstruction. We derive perturbative formula of the covariance at the tree-level order and find that the amplitude of the off-diagonal…

Cosmology and Nongalactic Astrophysics · Physics 2020-10-14 Chiaki Hikage , Ryuichi Takahashi , Kazuya Koyama

We use a combination of full hydrodynamic and dark matter only simulations to investigate the effect that baryonic physics and selecting super-cluster regions have on the matter power spectrum, by re-simulating a sample of super-cluster…

Cosmology and Nongalactic Astrophysics · Physics 2017-10-31 Aaron Peters , Michael L. Brown , Scott T. Kay , David J. Barnes

Boolean formulae compactly encode huge, constrained search spaces. Thus, variability-intensive systems are often encoded with Boolean formulae. The search space of a variability-intensive system is usually too large to explore without…

Logic in Computer Science · Computer Science 2025-03-19 Olivier Zeyen , Maxime Cordy , Martin Gubri , Gilles Perrouin , Mathieu Acher

We show that current surveys have at least as much signal to noise in higher-order statistics as in the power spectrum at weakly nonlinear scales. We discuss how one can use this information to determine the mean of the galaxy halo…

Astrophysics · Physics 2011-05-12 Emiliano Sefusatti , Roman Scoccimarro

Photometric data can be analyzed using the three-dimensional correlation function $\xi_{\rm p}$ to extract cosmological information via e.g., measurement of the Baryon Acoustic Oscillations (BAO). Previous studies modeled $\xi_{\rm p} $…

Cosmology and Nongalactic Astrophysics · Physics 2022-02-16 Kwan Chuen Chan , Ismael Ferrero , Santiago Avila , Ashley J. Ross , Martin Crocce , Enrique Gaztanaga

Chaotic behavior of quantum systems can be characterized by the adherence of the expectation values of given probes to moments of the Haar distribution. In this work, we analyze the behavior of several probes of chaos using a technique…

Quantum Physics · Physics 2026-04-14 Stefano Cusumano , Gianluca Esposito , Alioscia Hamma

We study spectral parametric correlations in quantum chaotic systems and introduce the number covariance as a measure of such correlations. We derive analytic results for the classical random matrix ensembles using the binary correlation…

Quantum Physics · Physics 2016-04-06 Vinayak , Sandeep Kumar , Akhilesh Pandey

We use bootstrapping to estimate the bias of concentration estimates on N-body dark matter halos as a function of particle number. We find that algorithms based on the maximum radial velocity and radial particle binning tend to overestimate…

Cosmology and Nongalactic Astrophysics · Physics 2016-12-14 C. N. Poveda-Ruiz , J. E. Forero-Romero , J. C. Muñoz-Cuartas

Self-calibration techniques for analyzing galaxy cluster counts utilize the abundance and the clustering amplitude of dark matter halos. These properties simultaneously constrain cosmological parameters and the cluster observable-mass…

Astrophysics · Physics 2009-06-23 Hao-Yi Wu , Eduardo Rozo , Risa H. Wechsler

It is crucial to understand and model a behavior of galaxy biasing for future ambitious galaxy redshift surveys. Using 40 large cosmological N-body simulations for a standard LambdaCDM cosmology, we study the cross-correlation coefficient…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-15 Masanori Sato , Takahiko Matsubara

Super-sample covariance (SSC) is an important effect for cosmological analyses that use the deep structure of the cosmic web; it may, however, be nontrivial to include it practically in a pipeline. We solve this difficulty by presenting a…

This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…

Functional Analysis · Mathematics 2013-10-07 Massimo Fornasier , Jan-Christian Hütter

Substantial improvement in accuracy of identified linear time-invariant single-input multi-output (SIMO) dynamical models is possible when the disturbances affecting the output measurements are spatially correlated. Using an orthogonal…

Systems and Control · Computer Science 2015-01-14 Niklas Everitt , Giulio Bottegal , Cristian R. Rojas , Håkan Hjalmarsson

Cosmic background neutrinos have a large velocity dispersion, which causes the evolution of long-wavelength density perturbations to depend on scale. This scale-dependent growth leads to the well-known suppression in the linear theory…

Cosmology and Nongalactic Astrophysics · Physics 2018-06-27 Chi-Ting Chiang , Wayne Hu , Yin Li , Marilena LoVerde

In characterization of quantum systems, adapting measurement settings based on data while it is collected can generally outperform in efficiency conventional measurements that are carried out independently of data. The existing methods for…

Quantum Physics · Physics 2016-11-21 Markku P. V. Stenberg , Frank K. Wilhelm

We develop the tools necessary to assess the statistical significance of resonant features in the CMB correlation functions, combining power spectrum and bispectrum measurements. This significance is typically addressed by running a large…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-02 P. Daniel Meerburg , Moritz Münchmeyer , Benjamin Wandelt

The ultrastrong and deep strong coupling regimes exhibit a variety of intriguing physical phenomena. In this work, we utilize the Hopfield model of a two-mode bosonic system, with each mode interacts with a heat reservoir, to research the…

Quantum Physics · Physics 2026-01-28 Yu-qiang Liu , Qiulin Long , Yi-jia Yang , Zheng Liu , Ting-ting , Ma , Bao-qing , Guo , Xingdong , Zhao , Zunlue , Zhu , Wuming , Liu , Chang-shui Yu

The marked power spectrum is capable of placing far tighter constraints on cosmological parameters (particularly the neutrino mass) than the conventional power spectrum. What new information does it contain beyond conventional statistics?…

Cosmology and Nongalactic Astrophysics · Physics 2020-08-19 Oliver H. E. Philcox , Elena Massara , David N. Spergel
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