Related papers: Cross-Correlation in cricket data and RMT
This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…
Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to…
Matching in observational studies faces complications when units enroll in treatment on a rolling basis. While each treated unit has a specific time of entry into the study, control units each have many possible comparison, or…
Due to its ability to summarise 'real-time' epidemic behaviour, the time-dependent reproduction number, Rt, is a useful metric for tracking pathogen transmission and quantifying the effects of interventions during infectious disease…
Indian Premier League (IPL) is a tournament of twenty over cricket matches. Teams of this tournament are selected via an auction from a pool of players. Each team employs a think-tank to build the best possible team. Few studies have been…
We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…
Blood reference intervals (RIs) underpin diagnostic interpretation and therapeutic monitoring worldwide. However, many widely used RI systems originate from limited historical cohorts and have been propagated across health systems without…
The literature on dynamic discrete games often assumes that the conditional choice probabilities and the state transition probabilities are homogeneous across markets and over time. We refer to this as the "homogeneity assumption" in…
The statistical properties of spectra of quantum systems within the framework of random matrix theory is widely used in many areas of physics. These properties are affected, if two or more sets of spectra are superposed, resulting from the…
We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…
Many popular sports involve matches between two teams or players where each team have the possibility of scoring points throughout the match. While the overall match winner and result is interesting, it conveys little information about the…
Consider a simple random walk on a realization of an Erd\H{o}s-R\'enyi graph. Assume that it is asymptotically almost surely (a.a.s.) connected. Conditional on an eigenvector delocalization conjecture, we prove a Central Limit Theorem (CLT)…
Evaluating heterogeneity of treatment effects (HTE) across subgroups is common in both randomized trials and observational studies. Although several statistical challenges of HTE analyses including low statistical power and multiple…
Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…
The English Premier League is well-known for being not only one of the most popular professional sports leagues in the world, but also one of the toughest competitions to predict. The first purpose of this research was to verify the…
We study stock market instability by using cross-correlations constructed from the return time series of 366 stocks traded on the Tokyo Stock Exchange from January 5, 1998 to December 30, 2013. To investigate the dynamical evolution of the…
There has been a significant increase in the adoption of technology in cricket recently. This trend has created the problem of duplicate work being done in similar computer vision-based research works. Our research tries to solve one of…
The theoretical description of the correlations between observables in two separated rapidity intervals in relativistic nuclear collisions is presented. It is shown, that the event-by-event pt-pt correlation defined as the correlation…
The time-dependent reproduction number Rt can be used to track pathogen transmission and to assess the efficacy of interventions. This quantity can be estimated by fitting renewal equation models to time series of infectious disease case…
A multivariate mixed-effects model seems to be the most appropriate for gene expression data collected in a crossover trial. It is, however, difficult to obtain reliable results using standard statistical inference when some responses are…