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Spectral density of autocorrelated Wishart-Levy matrices

Åberg, Sven LU (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.
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author
organization
publishing date
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}},
}