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Power spectral densities are often interpreted through ensemble averages and long-time asymptotics. In many experiments, however, only a single finite record is available, so spectral estimators remain broadly distributed and the usual…

In [1] it was proposed, that the nearest-neighbor distribution $P(s)$ of the spectrum of the Bohr-Mottelson model is similar to the semi-Poisson distribution. We show however, that $P(s)$ of this model differs considerably in many aspects…

Condensed Matter · Physics 2009-10-31 T. Gorin , M. Mueller , P. Seba

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

By randomly removing a fraction of levels from a given spectrum a model is constructed that describes a crossover from this spectrum to a Poisson spectrum. The formalism is applied to the transitions towards Poisson from random matrix…

Statistical Mechanics · Physics 2009-11-11 O. Bohigas , M. P. Pato

We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…

Mathematical Physics · Physics 2011-12-06 A. Abd El-Hady , A. Y. Abul-Magd

We study the statistical distribution of components in the non-perturbative parts of energy eigenfunctions (EFs), in which main bodies of the EFs lie. Our numerical simulations in five models show that deviation of the distribution from the…

Quantum Physics · Physics 2016-08-24 Jiaozi Wang , Wen-ge Wang

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

The nearest-neighbor level-spacing distributions are a fundamental quantity of disordered systems and universal. It is well-known that extended and localized states of random Hermitian systems follow the Wigner-Dyson and the Poison…

Disordered Systems and Neural Networks · Physics 2022-08-23 C. Wang , X. R. Wang

This work addresses the problem of estimating the parameters of the general half-normal distribution. Namely, the problem of determining the minimum risk equi\-va\-riant (MRE) estimators of the parameters is explored. Simulation studies are…

Methodology · Statistics 2021-10-28 A. G. Nogales , P. Pérez , P. Monfort

By the use of extensive numerical simulations we show that the nearest-neighbor energy level spacing distribution $P(s)$ and the entropic eigenfunction localization length of the adjacency matrices of Erd\H{o}s-R\'enyi (ER) {\it fully}…

Disordered Systems and Neural Networks · Physics 2015-06-24 J. A. Mendez-Bermudez , A. Alcazar-Lopez , A. J. Martinez-Mendoza , Francisco A. Rodrigues , Thomas K. DM. Peron

In QM/MM indirect free energy simulation, QM/MM corrections can be obtained from integration of partial derivatives of alchemical Hamiltonians or from perturbation-based estimators including free energy perturbation (FEP) and acceptance…

Chemical Physics · Physics 2018-10-05 Xiaohui Wang , Zhaoxi Sun

We assume that the energy spectrum of a chaotic system undergoing symmetry breaking transitions can be represented as a superposition of independent level sequences, one increasing on the expense of the others. The relation between the…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd , M. H. Simbel

Spectral statistics of hermitian random Toeplitz matrices with independent identically distributed elements is investigated numerically. It is found that the eigenvalue statistics of complex Toeplitz matrices is surprisingly well…

Quantum Physics · Physics 2020-10-14 Eugene Bogomolny

Along the line of thoughts of Berry and Robnik{\cite{Ber}}, the limiting gap distribution function of classically integrable quantum systems is derived in the limit of infinitely many independent components. The limiting gap distribution…

Chaotic Dynamics · Physics 2007-05-23 H. Makino , S. Tasaki

Extending the argument of Ref.\citen{[4]} to the long-range spectral statistics of classically integrable quantum systems, we examine the level number variance, spectral rigidity and two-level cluster function. These observables are…

Chaotic Dynamics · Physics 2009-11-11 H. Makino , S. Tasaki

The Quasiparticle Random Phase Approximation equations are solved taking into account the Pauli Principle at the expectation value level, and allowing changes in the mean field occupation numbers to minimize the energy while having the…

Nuclear Theory · Physics 2009-11-06 Alejandro Mariano , Jorge G. Hirsch

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the…

Methodology · Statistics 2016-05-17 T. Tony Cai , Anru Zhang

The value of spectral form factor at the origin, called level compressibility, is an important characteristic of random spectra. The paper is devoted to analytical calculations of this quantity for different random unitary matrices…

Chaotic Dynamics · Physics 2022-06-22 Eugene Bogomolny

Probability distributions and densities are derived for the excess and deficiency of the intensity or instantaneous energy (quasi-static power) associated with a $p$-dimensional random vector field. Explicit expressions for the exact…

Data Analysis, Statistics and Probability · Physics 2021-08-27 Luk R. Arnaut

This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…

Probability · Mathematics 2013-09-24 Carl Lindberg , Holger Rootzén