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We propose a new Eulerian turbulence theory to obtain a closed set of equations for homogeneous, isotropic turbulent velocity field correlations and propagator functions by incorporating constraints of random Galilean invariance. This…

Mathematical Physics · Physics 2013-07-10 R. V. R. Pandya

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

We describe a method to determine the eigenvalue density of empirical covariance matrix in the presence of correlations between samples. This is a straightforward generalization of the method developed earlier by the authors for…

Statistical Mechanics · Physics 2008-12-02 Z. Burda , J. Jurkiewicz , B. Waclaw

The mathematical model of a real flexible elastic system with distributed and discrete parameters is considered. It is a partial differential equation with non-classical boundary conditions. Complexity of the boundary conditions results in…

Analysis of PDEs · Mathematics 2007-05-23 Olena V. Mul , Delfim F. M. Torres

It is shown that the Husimi representations of chaotic eigenstates are strongly correlated along classical trajectories. These correlations extend across the whole system size and, unlike the corresponding eigenfunction correlations in…

Chaotic Dynamics · Physics 2007-05-23 Holger Schanz

The generic behavior of quantum systems has long been of theoretical and practical interest. Any quantum process is represented by a sequence of quantum channels. We consider general ergodic sequences of stochastic channels with arbitrary…

Quantum Physics · Physics 2022-07-08 Ramis Movassagh , Jeffrey Schenker

We discuss a modification to Random Matrix Theory eigenstate statistics, that systematically takes into account the non-universal short-time behavior of chaotic systems. The method avoids diagonalization of the Hamiltonian, instead…

Chaotic Dynamics · Physics 2010-07-27 A. Matthew Smith , Lev Kaplan

The emergence of random matrix spectral correlations in interacting quantum systems is a defining feature of quantum chaos. We study such correlations in terms of the spectral form factor and its moments in interacting chaotic few- and…

Quantum Physics · Physics 2023-11-27 Felix Fritzsch , Maximilian F. I. Kieler

Random matrix theory is a powerful way to describe universal correlations of eigenvalues of complex systems. It also may serve as a schematic model for disorder in quantum systems. In this review, we discuss both types of applications of…

High Energy Physics - Phenomenology · Physics 2009-10-31 J. J. M. Verbaarschot , T. Wettig

In a frequency range where a microwave resonator simulates a chaotic quantum billiard, we have measured moduli and phases of reflection and transmission amplitudes in the regimes of both isolated and of weakly overlapping resonances and for…

Chaotic Dynamics · Physics 2015-05-14 B. Dietz , T. Friedrich , H. L. Harney , M. Miski-Oglu , A. Richter , F. Schaefer , H. A. Weidenmueller

Self-consistent N-body simulations are efficient tools to study galactic dynamics. However, using them to study individual trajectories (or ensembles) in detail can be challenging. Such orbital studies are important to shed light on global…

Astrophysics of Galaxies · Physics 2015-06-17 T. Manos , Rubens E. G. Machado

In this paper, we study random features manifested in components of energy eigenfunctions of quantum chaotic systems, given in the basis of unperturbed, integrable systems. Based on semiclassical analysis, particularly on Berry's…

Statistical Mechanics · Physics 2023-03-31 Jiaozi Wang , Wen-ge Wang

Parametric energy-level correlation describes the response of the energy-level statistics to an external parameter such as the magnetic field. Using semiclassical periodic-orbit theory for a chaotic system, we evaluate the parametric…

Chaotic Dynamics · Physics 2009-11-11 Taro Nagao , Petr Braun , Sebastian Müller , Keiji Saito , Stefan Heusler , Fritz Haake

Pulsar Timing Array (PTA) searches for nHz gravitational-wave backgrounds (GWBs) typically model time-correlated noise by assuming a diagonal covariance in Fourier space, neglecting inter-frequency correlations introduced by the finite…

Instrumentation and Methods for Astrophysics · Physics 2025-06-18 Marco Crisostomi , Rutger van Haasteren , Patrick M. Meyers , Michele Vallisneri

In this paper, we characterize the asymptotic and large scale behavior of the eigenvalues of wavelet random matrices in high dimensions. We assume that possibly non-Gaussian, finite-variance $p$-variate measurements are made of a…

Statistics Theory · Mathematics 2024-06-11 Patrice Abry , B. Cooper Boniece , Gustavo Didier , Herwig Wendt

We provide a measurement protocol to estimate 2- and 4-point fermionic correlations in ultra-cold atom experiments. Our approach is based on combining random atomic beam splitter operations, which can be realized with programmable optical…

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

We study wave function structure for quantum graphs in the chaotic and disordered regime, using measures such as the wave function intensity distribution and the inverse participation ratio. The result is much less ergodicity than expected…

Chaotic Dynamics · Physics 2009-08-14 L. Kaplan

The power spectrum analysis of spectral fluctuations in complex wave and quantum systems has emerged as a useful tool for studying their internal dynamics. In this paper, we formulate a nonperturbative theory of the power spectrum for…

Mathematical Physics · Physics 2020-01-23 Roman Riser , Vladimir Al. Osipov , Eugene Kanzieper

We develop novel methods to compute auto-correlation functions, or power spectral densities, for chaotic dynamical systems generated by an inverse method whose starting point is an invariant distribution and a two-form. In general, the…

Chaotic Dynamics · Physics 2008-09-02 Gerald Guralnik , Zachary Guralnik , Cengiz Pehlevan
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