Related papers: Quantum spectrum as a time series : Fluctuation me…
It has been proposed recently to consider in the framework of cosmology an extension of the semiclassical Einstein's equations in which the Einstein tensor is considered as a random function. This paradigm yields a hierarchy of equations…
Motivated by the Generalized Uncertainty Principle, covariance, and a minimum measurable time, we propose a deformation of the Heisenberg algebra and show that this leads to corrections to all quantum mechanical systems. We also demonstrate…
Most of physical experiments are usually described as repeated measurements of some random variables. The experimental data registered by on-line computers form time series of outcomes. The frequencies of different outcomes are compared…
A time-domain formulation of the equilibrium quantum fluctuation-dissipation theorem (FDT) in the whole range of temperatures is presented. In the classical limit, the FDT establishes a proportionality relation between the dissipative part…
We study the properties of memory of a financial time series adopting two different methods of analysis, the detrended fluctuation analysis (DFA) and the analysis of the power spectrum (PSA). The methods are applied on three time series:…
We argue that in contrast to the classical physics, the measurements in the quantum mechanics should provide simultaneous information about all relevant relative amplitudes (pure states and the transitions between them) and all relevant…
In papers on primary state diffusion (Percival 1994, 1995), numerical estimates suggested that fluctuations in the space-time metric on the scale of the Planck time (10^-44s) could be detected using atom interferometers. In this paper we…
The detrended cross-correlation coefficient $\rho_{\rm DCCA}$ has recently been proposed to quantify the strength of cross-correlations on different temporal scales in bivariate, non-stationary time series. It is based on the detrended…
To reach the next frontier in multimode nonlinear optics, it is crucial to better understand the classical and quantum phenomena of systems with many interacting degrees of freedom -- both how they emerge and how they can be tailored to…
Fluctuation theorems have elevated the second law of thermodynamics to a statistical realm by establishing a connection between time-forward and time-reversal probabilities, providing invaluable insight into nonequilibrium dynamics. While…
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…
The scaling function $F(s)$ in detrended fluctuation analysis (DFA) scales as $F(s)\sim s^{H}$ for stochastic processes with Hurst exponents $H$. We prove this scaling law for both stationary stochastic processes with $0<H<1$, and…
The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…
Experimentally, the phase of the amplitude for electron transmission through a quantum dot (transmission phase) shows the same pattern between consecutive resonances. Such universal behavior, found for long sequences of resonances, is…
The eigenvalues of quantum chaotic systems have been conjectured to follow, in the large energy limit, the statistical distribution of eigenvalues of random ensembles of matrices of size $N\rightarrow\infty$. Here we provide semiclassical…
We compare the statistical fluctuation properties of the baryon and meson experimental mass spectra with those obtained from theoretical models (quark models and lattice QCD). We find that for the experimental spectra the statistical…
The detrended fluctuation analysis (DFA) is one of the most widely used tools for the detection of long-range correlations in time series. Although DFA has found many interesting applications and has been shown as one of the best performing…
We propose a measure, which we call the dissipative spectral form factor (DSFF), to characterize the spectral statistics of non-Hermitian (and non-Unitary) matrices. We show that DSFF successfully diagnoses dissipative quantum chaos, and…
Random matrix theory (RMT) universality is the defining property of quantum mechanical chaotic systems, and can be probed by observables like the spectral form factor (SFF). In this paper, we describe systematic deviations from RMT…
Detrended fluctuation analysis (DFA) and detrended moving average (DMA) are two scaling analysis methods designed to quantify correlations in noisy non-stationary signals. We systematically study the performance of different variants of the…