Related papers: Matrix elements for the quantum cat map: Fluctuati…
In a quantum system, different energy eigenstates have different properties or features, allowing us define a classifier to divide them into different groups. We find that the ratio of each type of energy eigenstates in an energy shell…
We consider Hermitian and symmetric random band matrices $H$ in $d \geq 1$ dimensions. The matrix elements $H_{xy}$, indexed by $x,y \in \Lambda \subset \Z^d$, are independent, uniformly distributed random variables if $\abs{x-y}$ is less…
Signatures of universality are detected by comparing individual eigenvalue distributions and level spacings from financial covariance matrices to random matrix predictions. A chopping procedure is devised in order to produce a statistical…
This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…
The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50…
Consider an $n \times n$ non-Hermitian random matrix $M_n$ whose entries are independent real random variables. Under suitable conditions on the entries, we study the fluctuations of the entries of $f(M_n)$ as $n$ tends to infinity, where…
Curious spectral properties of an ensemble of random unitary matrices appearing in the quantization of a map p -> p+alpha, q -> q+f(p+alpha) in [Giraud et al. nlin.CD/0403033] are investigated. When alpha=m/n with integer co-prime m,n and…
We present a semiclassical calculation of the generalized form factor which characterizes the fluctuations of matrix elements of the quantum operators in the eigenbasis of the Hamiltonian of a chaotic system. Our approach is based on some…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
When a quantum many-particle system exists on a randomly diluted lattice, its intrinsic thermal and quantum fluctuations coexist with geometric fluctuations due to percolation. In this paper, we explore how the interplay of these…
The properties of the first (largest) eigenvalue and its eigenvector (first eigenvector) are investigated for large sparse random symmetric matrices that are characterized by bimodal degree distributions. In principle, one should be able to…
We discuss a random matrix model of systems with an approximate symmetry and present the spectral fluctuation statistics and eigenvector characteristics for the model. An acoustic resonator like, e.g., an aluminium plate may have an…
This paper corrects an earlier work suggesting that the quantum expectation value of the proper length is bounded from below by the Planck length. The original calculation examined fluctuations of the conformal factor of Einstein-Hilbert…
We determine the variance for the fluctuations of the arithmetic measures obtained by collecting all closed geodesics on the modular surface with the same discriminant and ordering them by the latter. This arithmetic variance differs by…
We investigate the influence of the vacuum fluctuations of a background electric field over a charged test particle in the presence of a perfectly reflecting flat wall. A switching function connecting different stages of the system is…
We develop techniques to compute the k-th Moment of the Eigenvalue-statistic for a random Matrix M the entries of which do not have to be necessarily Independent. The dependence is controlled via an equivalence relation on the pairs of the…
Conformal fluctuations of the metric tensor at the Planck scale are considered. They give rise to a lower bound of the proper length. This leads to finite expressions for quantities related to propagators without the need of renormalization…
We consider the multi-point equal time height fluctuations of a one-dimensional polynuclear growth model in a half space. For special values of the nucleation rate at the origin, the multi-layer version of the model is reduced to a…
Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…
This short note studies the fluctuations of the largest eigenvalue of symmetric random matrices with correlated Gaussian entries having positive mean. Under the assumption that the covariance kernel is absolutely summable, it is proved that…