Random matrix
Random Matrix Approach to Correlation Matrix of Financial Data (Mexican Stock Market Case)
... presents random correlation, although financial data is normalized, and there are normalized and independent such as building of matrix A and displacement is in other ...statistical matrix theory, we ...
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Random matrix approaches to open quantum systems
... a random-matrix analysis reveals a close connection to the real Ginibre ensemble, in- cluding the same accumulation of O( √ M ) eigenvalues on the real axis (Birchall and Schomerus, ...
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Random Matrix Recursions in Estimation, Control, and Adaptive Filtering
... The linear time-invariant state-space models have been studied extensively in the past decades. A huge host of algorithms have been developed for estimation in this framework. Kalman filtering is a famous example. At the ...
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Random matrix theory of the proximity effect in disordered wires
... In the multichannel 共 diffusive 兲 limit N Ⰷ 1 the reflection probabilities R j are, in fact, not equal. Moreover they effec- tively repel each other according to Eqs. 共 22 兲 , 共 23 兲 . In this case Eq. 共 52 兲 can no ...
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Cross Correlation of Intra day Stock Prices in Comparison to Random Matrix Theory
... highly random time series data, such as a set of stock prices in a stock ...is random, and compare the eigenvalue spectrum of cross correlation matrix of a large set of random time series, to ...
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Uncovering functional signature in neural systems via random matrix theory
... Neural systems are organized in a modular way, serving multiple functionalities. This multi- plicity requires that both positive (e.g. excitatory, phase-coherent) and negative (e.g. inhibi- tory, phase-opposing) ...
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Moments of the transmission eigenvalues, proper delay times and random matrix theory II
... A quantum dot is often modelled by a two-dimensional billiard with holes on the boundary, whose sizes are proportional to the number of quantum channels in the leads. Because of the meso- scopic dimensions of the ...
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Operators and special functions in random matrix theory
... in Random Matrix ...discrete random matrix ensembles, and we give sufficient conditions for these to be expressed as the square of a Han- kel operator: writing an operator in this way aids ...
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Random-matrix theory and stroboscopic models of topological insulators and superconductors
... The random-matrix theory (RMT) of quantum transport studies the sta- tistical distribution of phase-coherent transport properties in an ensem- ble of random scattering ...
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Coordinated multicell beamforming for massive MIMO : a random matrix approach
... per base station (BS) and K user terminals (UTs) per cell. Specifically, we formulate a multi-cell beamforming algorithm for massive MIMO systems which requires limited amount of information exchange between the BSs. The ...
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What is the probability that a large random matrix has no real Eigenvalues?
... F IG . 1. The logarithm of the probability p N,0 that an N × N matrix of even size sampled from the real Ginibre ensemble does not have any real eigenvalues, as a function of √ N . The leading coef- ficient ...
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Computation of quantum-transport properties by random-matrix theory
... The variance is independent of the eigenvalue density and has a universal dependence on the symmetry of the matrix ensemble.. The formula generalizes the Dyson-Mehta theorem in the stati[r] ...
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Random-matrix theory of mesoscopic fluctuations in conductors and superconductors
... This paper contams a theoretical study of the sample-to-sample fluctuations m transport proper- ties of phase-coherent, diffusive, quasi-one-dimensional Systems The mam result is a formu[r] ...
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Random-matrix theory of thermal conduction in superconducting quantum dots.
... tinct from the ensembles because a single symmetry class can produce different ensembles. Following Ref. 34, we will refer to the circular real ensemble 共CRE兲 and circular quater- nion ensemble 共CQE兲 of uniformly ...
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Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory
... covariance matrix (the genomic relatedness matrix) can be tested against the TW distribution to determine if cryptic population structure is present in the sample (Patterson et ...G matrix is ...
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Model for chaotic dielectric microresonators
... a random-matrix model of two-dimensional dielectric resonators which combines in- ternal wave chaos with the deterministic Fresnel laws for reflection and refraction at the ...the ...
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Evolutionary design and optimization of digital Circuits using Imperialist Competitive Algorithm
... a random matrix encoding is used as circuit structure. This matrix structure was proposed by Louis and Rawlins in year 1991 [16] and it is shown in Figure ...cell matrix. Each cell of the n × ...
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Anticollusion solutions for asymmetric fingerprinting protocols based on client side embedding
... client-owned random fingerprint, securely obtained through existing cryptographic protocols, using for each client a different random matrix generated by the ...independent random projections ...
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Optimized Projection Matrix for Compressive Sensing
... projection matrix and sparsifying ...projection matrix to be a random ...projection matrix can further reduce the necessary number of samples for recovery or improve the recovery ...
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Random Propagation in Complex Systems: Nonlinear Matrix Recursions and Epidemic Spread
... Mathematical models help us to understand and predict natural and social phenomena. Mathemat- ical physics, modern economics, and meteorology are fields of science that frequently use such models. Of course, in these ...
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