arXiv subjects

T. Guhr

Publications and source records attributed to T. Guhr.

At least 19 recordsLinked to original sources

arXiv2021

Multivariate analysis of short time series in terms of ensembles of correlation matrices

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity on that time scale. We can then study time evolution by looking at properties as a function of the epochs. This leads to singular correlation matrices and thus poor statistics. In the present paper, we propose an ensemble technique to deal with a large set of short time series without any consideration of non-stationarity. Given a singular data matrix, we randomly select subsets of time series and thus create an ensemble of non-singular correlation matrices. As the selection possibilities are binomially large, we will obtain good statistics for eigenvalues of correlation matrices, which are typically not independent. Once we defined the ensemble, we analyze its behavior for constant and block-diagonal correlations and compare numerics with analytic results for the corresponding correlated Wishart ensembles. We discuss differences resulting from spurious correlations due to repetitive use of time-series. The usefulness of this technique should extend beyond the stationary case if, on the time scale of the epochs, we have quasi-stationarity at least for most epochs.

physics.data-an↗

arXiv2016

Particle-Time Duality in the Kicked Ising Chain I: The Dual Operator

We demonstrate that the dynamics of kicked spin chains possess a remarkable duality property. The trace of the unitary evolution operator for $N$ spins at time $T$ is related to one of a non-unitary evolution operator for $T$ spins at time $N$. We investigate the spectrum of this dual operator with a focus on the different parameter regimes (chaotic, regular) of the spin chain. We present applications of this duality relation to spectral statistics in an accompanying paper.

nlin.CD↗

arXiv2015

Completing the picture for the smallest eigenvalue of real Wishart matrices

Rectangular real $N \times (N + ν)$ matrices $W$ with a Gaussian distribution appear very frequently in data analysis, condensed matter physics and quantum field theory. A central question concerns the correlations encoded in the spectral statistics of $WW^T$. The extreme eigenvalues of $W W^T$ are of particular interest. We explicitly compute the distribution and the gap probability of the smallest non-zero eigenvalue in this ensemble, both for arbitrary fixed $N$ and $ν$, and in the universal large $N$ limit with $ν$ fixed. We uncover an integrable Pfaffian structure valid for all even values of $ν\geq 0$. This extends previous results for odd $ν$ at infinite $N$ and recursive results for finite $N$ and for all $ν$. Our mathematical results include the computation of expectation values of half integer powers of characteristic polynomials.

math-ph↗

arXiv2014

Dielectric Square Resonator Investigated with Microwave Experiments

We present a detailed experimental study of the symmetry properties and the momentum space representation of the field distributions of a dielectric square resonator as well as the comparison with a semiclassical model. The experiments have been performed with a flat ceramic microwave resonator. Both the resonance spectra and the field distributions were measured. The momentum space representations of the latter evidenced that the resonant states are each related to a specific classical torus, leading to the regular structure of the spectrum. Furthermore, they allow for a precise determination of the refractive index. Measurements with different arrangements of the emitting and the receiving antennas were performed and their influence on the symmetry properties of the field distributions was investigated in detail, showing that resonances with specific symmetries can be selected purposefully. In addition, the length spectrum deduced from the measured resonance spectra and the trace formula for the dielectric square resonator are discussed in the framework of the semiclassical model.

physics.optics↗

arXiv2010

Observation of Periodic Orbits on Curved Two - dimensional Geometries

We measure elastomechanical spectra for a family of thin shells. We show that these spectra can be described by a "semiclassical" trace formula comprising periodic orbits on geodesics, with the periods of these orbits consistent with those extracted from experiment. The influence of periodic orbits on spectra in the case of two-dimensional curved geometries is thereby demonstrated, where the parameter corresponding to Planck's constant in quantum systems involves the wave number and the curvature radius. We use these findings to explain the marked clustering of levels when the shell is hemispherical.

nlin.CD↗

arXiv2008

Surprising relations between parametric level correlations and fidelity decay

Unexpected relations between fidelity decay and cross form--factor, i.e., parametric level correlations in the time domain are found both by a heuristic argument and by comparing exact results, using supersymmetry techniques, in the framework of random matrix theory. A power law decay near Heisenberg time, as a function of the relevant parameter, is shown to be at the root of revivals recently discovered for fidelity decay. For cross form--factors the revivals are illustrated by a numerical study of a multiply kicked Ising spin chain.

nlin.CD↗

arXiv2008

Character expansion method for supergroups and extended superversions of the Leutwyler-Smilga and Berezin-Karpelevich integrals

We introduce an extension of the character expansion method to the case of supergroups. This method allows us to calculate a superversion of the Leutwyler-Smilga integral which, to the best of our knowledge, has not been calculated before. We also use the method to generalize a previously calculated superversion of the Berezin-Karpelevich integral. Our character expansion method should also allow for the calculation of other supergroup integrals.

math-ph↗

arXiv2008

Superscars in billiards -- A model for doorway states in quantum spectra

In a unifying way, the doorway mechanism explains spectral properties in a rich variety of open mesoscopic quantum systems, ranging from atoms to nuclei. A distinct state and a background of other states couple to each other which sensitively affects the strength function. The recently measured superscars in the barrier billiard provide an ideal model for an in--depth investigation of this mechanism. We introduce two new statistical observables, the full distribution of the maximum coupling coefficient to the doorway and directed spatial correlators. Using Random Matrix Theory and random plane waves, we obtain a consistent understanding of the experimental data.

nlin.CD↗

arXiv2006

Elasticity of macroscopic isotropic media applied to nano--cantilevers

We analyze recently measured data for the mechanical deflection of Chromium nano--cantilevers. We show that the deflection curves exhibit a scaling behavior when applying properly chosen coordinates. Moreover, the deflection curves are well described by Euler's theory for elastic, macroscopic rods made of homogenous material. Apart from the conceptual insight, this also yields a precise method to deduce the Young's modulus of these nano--cantilevers. It is found to be considerably smaller than that of a macroscopic Chromium rod.

cond-mat.mtrl-sci↗

arXiv2005

Counting function for a sphere of anisotropic quartz

We calculate the leading Weyl term of the counting function for a mono-crystalline quartz sphere. In contrast to other studies of counting functions, the anisotropy of quartz is a crucial element in our investigation. Hence, we do not obtain a simple analytical form, but we carry out a numerical evaluation. To this end we employ the Radon transform representation of the Green's function. We compare our result to a previously measured unique data set of several tens of thousands of resonances.

nlin.CD↗

arXiv2001

A Random Matrix Approach to Cross-Correlations in Financial Data

We analyze cross-correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994--95 (ii) 30-min returns of 881 US stocks for the 2-yr period 1996--97, and (iii) 1-day returns of 422 US stocks for the 35-yr period 1962--96. We test the statistics of the eigenvalues $λ_i$ of C against a ``null hypothesis'' --- a random correlation matrix constructed from mutually uncorrelated time series. We find that a majority of the eigenvalues of C fall within the RMT bounds $[λ_-, λ_+]$ for the eigenvalues of random correlation matrices. We test the eigenvalues of C within the RMT bound for universal properties of random matrices and find good agreement with the results for the Gaussian orthogonal ensemble of random matrices --- implying a large degree of randomness in the measured cross-correlation coefficients. Further, we find that the distribution of eigenvector components for the eigenvectors corresponding to the eigenvalues outside the RMT bound display systematic deviations from the RMT prediction. In addition, we find that these ``deviating eigenvectors'' are stable in time. We analyze the components of the deviating eigenvectors and find that the largest eigenvalue corresponds to an influence common to all stocks. Our analysis of the remaining deviating eigenvectors shows distinct groups, whose identities correspond to conventionally-identified business sectors. Finally, we discuss applications to the construction of portfolios of stocks that have a stable ratio of risk to return.

cond-mat.stat-mech↗

arXiv1999

The Impact of Isospin Breaking on the Distribution of Transition Probabilities

In the present paper we investigate the effect of symmetry breaking in the statistical distributions of reduced transition amplitudes and reduced transition probabilities. These quantities are easier to access experimentally than the components of the eigenvectors and were measured by Adams et al. for the electromagnetic transitions in ^{26}Al. We focus on isospin symmetry breaking described by a matrix model where both, the Hamiltonian and the electromagnetic operator, break the symmetry. The results show that for partial isospin conservation, the statistical distribution of the reduced transition probability can considerably deviate from the Porter-Thomas distribution.

nucl-th↗

arXiv1999

Stochastic field theory for a Dirac particle propagating in gauge field disorder

Recent theoretical and numerical developments show analogies between quantum chromodynamics (QCD) and disordered systems in condensed matter physics. We study the spectral fluctuations of a Dirac particle propagating in a finite four dimensional box in the presence of gauge fields. We construct a model which combines Efetov's approach to disordered systems with the principles of chiral symmetry and QCD. To this end, the gauge fields are replaced with a stochastic white noise potential, the gauge field disorder. Effective supersymmetric non-linear sigma-models are obtained. Spontaneous breaking of supersymmetry is found. We rigorously derive the equivalent of the Thouless energy in QCD. Connections to other low-energy effective theories, in particular the Nambu-Jona-Lasinio model and chiral perturbation theory, are found.

hep-th↗

arXiv1999

Equivalent of a Thouless energy in lattice QCD Dirac spectra

Random matrix theory (RMT) is a powerful statistical tool to model spectral fluctuations. In addition, RMT provides efficient means to separate different scales in spectra. Recently RMT has found application in quantum chromodynamics (QCD). In mesoscopic physics, the Thouless energy sets the universal scale for which RMT applies. We try to identify the equivalent of a Thouless energy in complete spectra of the QCD Dirac operator with staggered fermions and $SU_c(2)$ lattice gauge fields. Comparing lattice data with RMT predictions we find deviations which allow us to give an estimate for this scale.

hep-lat↗

arXiv1998

Statistical analysis and the equivalent of a Thouless energy in lattice QCD Dirac spectra

Random Matrix Theory (RMT) is a powerful statistical tool to model spectral fluctuations. This approach has also found fruitful application in Quantum Chromodynamics (QCD). Importantly, RMT provides very efficient means to separate different scales in the spectral fluctuations. We try to identify the equivalent of a Thouless energy in complete spectra of the QCD Dirac operator for staggered fermions from SU(2) lattice gauge theory for different lattice size and gauge couplings. In disordered systems, the Thouless energy sets the universal scale for which RMT applies. This relates to recent theoretical studies which suggest a strong analogy between QCD and disordered systems. The wealth of data allows us to analyze several statistical measures in the bulk of the spectrum with high quality. We find deviations which allows us to give an estimate for this universal scale. Other deviations than these are seen whose possible origin is discussed. Moreover, we work out higher order correlators as well, in particular three--point correlation functions.

hep-lat↗

arXiv1998

Coupled Microwave Billiards as a Model for Symmetry Breaking

Two superconducting microwave billiards have been electromagnetically coupled in a variable way. The spectrum of the entire system has been measured and the spectral statistics analyzed as a function of the coupling strength. It is shown that the results can be understood in terms of a random matrix model of quantum mechanical symmetry breaking -- as e.g. the violation of parity or isospin in nuclear physics.

chao-dyn↗

arXiv1998

Crossover to Non-universal Microscopic Spectral Fluctuations in Lattice Gauge Theory

The spectrum of the Dirac operator near zero virtuality obtained in lattice gauge simulations is known to be universally described by chiral random matrix theory. We address the question of the maximum energy for which this universality persists. For this purpose, we analyze large ensembles of complete spectra of the Euclidean Dirac operator for staggered fermions. We calculate the disconnected scalar susceptibility and the microscopic number variance for the chiral symplectic ensemble of random matrices and compare the results with lattice Dirac spectra for quenched SU(2). The crossover to a non-universal regime is clearly identified and found to scale with the square of the linear lattice size and with $f_π^2$, in agreement with theoretical expectations.

hep-ph↗

arXiv1998

The microscopic spectrum of the QCD Dirac operator with finite quark masses

We compute the microscopic spectrum of the QCD Dirac operator in the presence of dynamical fermions in the framework of random-matrix theory for the chiral Gaussian unitary ensemble. We obtain results for the microscopic spectral correlators, the microscopic spectral density, and the distribution of the smallest eigenvalue for an arbitrary number of flavors, arbitrary quark masses, and arbitrary topological charge.

hep-th↗