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Related papers: Correlation Functions in Disordered Systems

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This work is devoted to the asymptotic behavior of eigenvalues of an elliptic operator with rapidly oscillating random coefficients on a bounded domain with Dirichlet boundary conditions. A sharp convergence rate is obtained for isolated…

Analysis of PDEs · Mathematics 2022-05-18 Mitia Duerinckx

Following a recent work (briefly reviewed below) we consider temporal fluctuations in the reduced density matrix elements for a coupled system involving a pair of kicked rotors as also one made up of a pair of Harper Hamiltonians. These…

Quantum Physics · Physics 2009-11-10 Sankhasubhra Nag , Gautam Ghosh , Avijit Lahiri

A statistical physics model for the time evolutions of stock portfolios is proposed. In this model the time series of price changes are coded into the sequences of up and down spins. The Hamiltonian of the system is introduced and is…

Statistical Mechanics · Physics 2008-12-02 Jun-ichi Maskawa

The autocorrelation function of spectral determinants is proposed as a convenient tool for the characterization of spectral statistics in general, and for the study of the intimate link between quantum chaos and random matrix theory, in…

chao-dyn · Physics 2009-10-28 S. Kettemann , D. Klakow , U. Smilansky

This paper investigates the relations between the particular eigensolutions of a limiting functional differential equation of any order, which is the nominal (unperturbed) linear autonomous differential equations, and the associate ones of…

Dynamical Systems · Mathematics 2008-05-15 M. De la Sen

We introduce a general method for transforming the equations of motion following from a Das-Jevicki-Sakita Hamiltonian, with boundary conditions, into a boundary value problem in one-dimensional quantum mechanics. For the particular case of…

High Energy Physics - Theory · Physics 2009-10-31 L. D. Paniak

We study a diagonalizable Hamiltonian that is not at first hermitian. Requirement that a measurement shall not change one Hamiltonian eigenstate into another one with a different eigenvalue imposes that an inner product must be defined so…

Quantum Physics · Physics 2011-06-07 Keiichi Nagao , Holger Bech Nielsen

We study the spatio-temporal spreading of correlations in an ensemble of spins due to dissipation characterized by short- and long-range spatial profiles. We consider systems initially in an uncorrelated state, and find that correlations…

Quantum Gases · Physics 2022-05-25 Kushal Seetharam , Alessio Lerose , Rosario Fazio , Jamir Marino

Complex systems are typically represented by large ensembles of observations. Correlation matrices provide an efficient formal framework to extract information from such multivariate ensembles and identify in a quantifiable way patterns of…

Data Analysis, Statistics and Probability · Physics 2011-06-03 Stanislaw Drozdz , Jaroslaw Kwapien , Andreas A. Ioannides

We study one-parametric perturbations of finite dimensional real Hamiltonians depending on two controls, and we show that generically in the space of Hamiltonians, conical intersections of eigenvalues can degenerate into semi-conical…

Optimization and Control · Mathematics 2019-09-06 Nicolas Augier , Ugo Boscain , Mario Sigalotti

We present here a general iterative formula which gives a (formal) series expansion for the time autocorrelation of smooth dynamical variables, for all Hamiltonian systems endowed with an invariant measure. We add some criteria, theoretical…

Mathematical Physics · Physics 2015-06-03 Alberto Mario Maiocchi , Andrea Carati , Antonio Giorgilli

Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…

Condensed Matter · Physics 2009-10-30 Nivedita Deo

We investigate the effects of randomness in a strongly correlated electron model in one-dimension at half-filling. The ground state correlation functions are exactly written by products of 3$\times$3 transfer matrices and are evaluated…

Strongly Correlated Electrons · Physics 2009-10-28 Masanori Yamanaka , Mahito Kohmoto

In this paper we provide an alternative method to compute correlation functions in the in-in formalism, with a modified set of Feynman rules to compute loop corrections. The diagrammatic expansion is based on an iterative solution of the…

High Energy Physics - Theory · Physics 2014-01-17 Marcello Musso

The constraints imposed by asymptotic freedom and analyticity on the large-order behavior of perturbation theory for the electromagnetic current-current correlation function are examined. By suitably applying the renormalization group, the…

High Energy Physics - Phenomenology · Physics 2009-10-22 Lowell S. Brown , Laurence G. Yaffe , Chengxing Zhai

Many coordination phenomena are based on a synchronisation process, whose global behaviour emerges from the interactions among the individual parts. Often in Nature, such self-organising mechanism allows the system to behave as a whole and…

Adaptation and Self-Organizing Systems · Physics 2017-02-22 Oltiana Gjata , Malbor Asllani , Luigi Barletti , Timoteo Carletti

We show that eigenvalue correlations in unitary-invariant ensembles of large random matrices adhere to novel universal laws that only depend on a multicriticality of the bulk density of states near the soft edge of the spectrum. Our…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible…

Statistical Finance · Quantitative Finance 2015-03-17 Daniel J. Fenn , Mason A. Porter , Stacy Williams , Mark McDonald , Neil F. Johnson , Nick S. Jones

Identifying the spectrum of the sum of two given Hermitian matrices with fixed eigenvalues is the famous Horn's problem.In this note, we investigate a variant of Horn's problem, i.e., we identify the probability density function (abbr. pdf)…

Quantum Physics · Physics 2019-09-20 Lin Zhang , Hua Xiang

This paper is about the relation of random matrix theory and the subordination phenomenon in complex analysis. We find that the resolvent of the sum of two random matrices is approximately subordinated to the resolvents of the original…

Probability · Mathematics 2015-06-22 V. Kargin
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