Título

Random-matrix spectra as a time series

Autor

RUBEN YVAN MAARTEN FOSSION

GAMALIEL TORRES VARGAS

JUAN CARLOS LOPEZ VIEYRA

Nivel de Acceso

Acceso Abierto

Resumen o descripción

Spectra of ordered eigenvalues of finite random matrices are interpreted as a time series. Data-adaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding possible artifacts introduced by standard unfolding techniques. The fluctuation modes are scale invariant and follow different power laws for Poisson and Gaussian ensembles, which already during the unfolding allows one to distinguish the two cases.

Editor

American Physical Society

Fecha de publicación

2013

Tipo de publicación

Artículo

Formato

Adobe PDF

application/pdf

Fuente

Physical Review E (2470-0053) Vol. 88 (2013)

Idioma

Inglés

Relación

https://journals.aps.org/pre/abstract/10.1103/PhysRevE.88.060902

Repositorio Orígen

INSTITUTO NACIONAL DE GERIATRIA

Descargas

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