Results 91 to 100 of about 1,067,783 (177)

Off-diagonal observable elements from random matrix theory: distributions, fluctuations, and eigenstate thermalization

open access: yesNew Journal of Physics, 2018
We derive the eigenstate thermalization hypothesis (ETH) from a random matrix Hamiltonian by extending the model introduced by Deutsch (1991 Phys. Rev. A 43 2046).
Charlie Nation, Diego Porras
doaj   +1 more source

Replica approach in random matrix theory [PDF]

open access: yes, 2015
This article examines the replica method in random matrix theory (RMT), with particular emphasis on recently discovered integrability of zero-dimensional replica field theories. It first provides an overview of both fermionic and bosonic versions of the replica limit, along with its trickery, before discussing early heuristic treatments of zero ...
openaire   +2 more sources

Diffusion method in random matrix theory [PDF]

open access: yesJournal of Physics A: Mathematical and Theoretical, 2015
We introduce a simple yet powerful calculational tool useful in calculating averages of ratios and products of characteristic polynomials. The method is based on Dyson Brownian motion and Grassmann integration formula for determinants. It is intended as an alternative to other RMT techniques applicable to general gaussian measures.
openaire   +3 more sources

APPLICATION OF THE RANDOM MATRIX THEORY ON THE CROSS-CORRELATION OF STOCK ‎PRICES [PDF]

open access: yesInternational Journal of Mathematical Modelling & Computations, 2016
The analysis of cross-correlations is extensively applied for understanding of interconnections in stock markets. Variety of methods are used in order to search stock cross-correlations including the Random Matrix Theory (RMT), the Principal Component ...
F. Sotoude Vanoliya   +1 more
doaj  

Fusion spectrum sensing algorithm based on eigenvalues

open access: yesTongxin xuebao, 2019
Aiming at the problem of inefficient use of spectrum resources,a fusion spectrum sensing algorithm based on eigenvalues was proposed to effectively achieve dynamic spectrum sharing.The test statistics were constructed by employing the maximum eigenvalue ...
Wenjing ZHAO, He LI, Minglu JIN
doaj   +2 more sources

Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory [PDF]

open access: green, 2011
Paola Bianchi   +3 more
openalex   +1 more source

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