Spectral density of autocorrelated Wishart-Levy matrices
(2013) In Journal of Physics A: Mathematical and Theoretical 46(34).- Abstract
- Spectral properties of time-correlated Wishart-Levy matrices are studied. The correlation matrices are built from ensembles of time series obtained from a deterministic chaotic one-dimensional map with Cauchy distributed entries. Dependence of the spectral density on autocorrelations of the time series is investigated. Two basically different regimes of the spectra appear: extended states with small eigenvalues and localized states with high eigenvalues. Autocorrelations in the time series imply a decrease of the fraction of localized states as 1/(1+tau(0)), where tau(0) is the correlation time. For sufficiently large time correlations only extended states remain with eigenvalues clustered around zero.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/4033783
- author
- Åberg, Sven LU
- organization
- publishing date
- 2013
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Journal of Physics A: Mathematical and Theoretical
- volume
- 46
- issue
- 34
- article number
- 345101
- publisher
- IOP Publishing
- external identifiers
-
- wos:000322910800004
- scopus:84882350753
- ISSN
- 1751-8113
- DOI
- 10.1088/1751-8113/46/34/345101
- language
- English
- LU publication?
- yes
- additional info
- The information about affiliations in this record was updated in December 2015. The record was previously connected to the following departments: Mathematical Physics (Faculty of Technology) (011040002)
- id
- 1e31512d-bb87-466b-944e-cd5e22872fc4 (old id 4033783)
- date added to LUP
- 2016-04-01 14:26:17
- date last changed
- 2022-01-28 00:40:46
@article{1e31512d-bb87-466b-944e-cd5e22872fc4, abstract = {{Spectral properties of time-correlated Wishart-Levy matrices are studied. The correlation matrices are built from ensembles of time series obtained from a deterministic chaotic one-dimensional map with Cauchy distributed entries. Dependence of the spectral density on autocorrelations of the time series is investigated. Two basically different regimes of the spectra appear: extended states with small eigenvalues and localized states with high eigenvalues. Autocorrelations in the time series imply a decrease of the fraction of localized states as 1/(1+tau(0)), where tau(0) is the correlation time. For sufficiently large time correlations only extended states remain with eigenvalues clustered around zero.}}, author = {{Åberg, Sven}}, issn = {{1751-8113}}, language = {{eng}}, number = {{34}}, publisher = {{IOP Publishing}}, series = {{Journal of Physics A: Mathematical and Theoretical}}, title = {{Spectral density of autocorrelated Wishart-Levy matrices}}, url = {{http://dx.doi.org/10.1088/1751-8113/46/34/345101}}, doi = {{10.1088/1751-8113/46/34/345101}}, volume = {{46}}, year = {{2013}}, }