Statistical Analysis of Composite Spectra

We consider nearest neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two problems arise in the spectral analysis of such data. One problem lies in fitting the nearest neighbor spacing distribution to the histogram of level spacings obtained from the data. We show that the method of Bayesian inference is superior to this procedure. The second problem occurs when one unfolds such short sequences. We show that the unfolding procedure generically leads to an overestimate of the chaoticity parameter. This trend is absent in the presence of long-range level correlations. Thus, composite ensembles of levels from a system with long-range spectral stiffness yield reliable information about the chaotic behavior of the system.Comment: 26 pages, 3 figures; v3: changed conclusions, appendix adde

Phenomenological model for symmetry breaking in chaotic system

We assume that the energy spectrum of a chaotic system undergoing symmetry breaking transitions can be represented as a superposition of independent level sequences, one increasing on the expense of the others. The relation between the fractional level densities of the sequences and the symmetry breaking interaction is deduced by comparing the asymptotic expression of the level-number variance with the corresponding expression obtained using the perturbation theory. This relation is supported by a comparison with previous numerical calculations. The predictions of the model for the nearest-neighbor-spacing distribution and the spectral rigidity are in agreement with the results of an acoustic resonance experiment.Comment: accepted for publication in Physical Review

Effect of Unfolding on the Spectral Statistics of Adjacency Matrices of Complex Networks

Random matrix theory is finding an increasing number of applications in the context of information theory and communication systems, especially in studying the properties of complex networks. Such properties include short-term and long-term correlation. We study the spectral fluctuations of the adjacency of networks using random-matrix theory. We consider the influence of the spectral unfolding, which is a necessary procedure to remove the secular properties of the spectrum, on different spectral statistics. We find that, while the spacing distribution of the eigenvalues shows little sensitivity to the unfolding method used, the spectral rigidity has greater sensitivity to unfolding.Comment: Complex Adaptive Systems Conference 201

Superstatistical generalisations of Wishart-Laguerre ensembles of random matrices

Using Beck and Cohen's superstatistics, we introduce in a systematic way a family of generalized Wishart–Laguerre ensembles of random matrices with Dyson index β = 1, 2 and 4. The entries of the data matrix are Gaussian random variables whose variances η fluctuate from one sample to another according to a certain probability density f(η) and a single deformation parameter γ. Three superstatistical classes for f(η) are usually considered: χ2-, inverse χ2- and log-normal distributions. While the first class, already considered by two of the authors, leads to a power-law decay of the spectral density, we here introduce and solve exactly a superposition of Wishart–Laguerre ensembles with inverse χ2-distribution. The corresponding macroscopic spectral density is given by a γ-deformation of the semi-circle and Marčenko–Pastur laws, on a non-compact support with exponential tails. After discussing in detail the validity of Wigner's surmise in the Wishart–Laguerre class, we introduce a generalized γ-dependent surmise with stretched-exponential tails, which well approximates the individual level spacing distribution in the bulk. The analytical results are in excellent agreement with numerical simulations. To illustrate our findings we compare the χ2- and inverse χ2-classes to empirical data from financial covariance matrices