Bounds on the norm of Wigner-type random matrices

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by the maximum of the support of the self-consistent density of states. We establish a bound on this maximum in terms of norms of powers of $S$ that substantially improves the earlier bound $2\| S\|^{1/2}_\infty$ given in [arXiv:1506.05098]. The key element of the proof is an effective Markov chain approximation for the contributions of the weighted Dyck paths appearing in the iterative solution of the corresponding Dyson equation.Comment: 25 pages, 8 figure

Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations

We review recent progress in modeling credit risk for correlated assets. We start from the Merton model which default events and losses are derived from the asset values at maturity. To estimate the time development of the asset values, the stock prices are used whose correlations have a strong impact on the loss distribution, particularly on its tails. These correlations are non-stationary which also influences the tails. We account for the asset fluctuations by averaging over an ensemble of random matrices that models the truly existing set of measured correlation matrices. As a most welcome side effect, this approach drastically reduces the parameter dependence of the loss distribution, allowing us to obtain very explicit results which show quantitatively that the heavy tails prevail over diversification benefits even for small correlations. We calibrate our random matrix model with market data and show how it is capable of grasping different market situations. Furthermore, we present numerical simulations for concurrent portfolio risks, i.e., for the joint probability densities of losses for two portfolios. For the convenience of the reader, we give an introduction to the Wishart random matrix model.Comment: Review of a new random matrix approach to credit ris

Real-time path integral approach to nonequilibrium many-body quantum system

A real-time path integral Monte Carlo approach is developed to study the dynamics in a many-body quantum system until reaching a nonequilibrium stationary state. The approach is based on augmenting an exact reduced equation for the evolution of the system in the interaction picture which is amenable to an efficient path integral (worldline) Monte Carlo approach. Results obtained for a model of inelastic tunneling spectroscopy reveal the applicability of the approach to a wide range of physically important regimes, including high (classical) and low (quantum) temperatures, and weak (perturbative) and strong electron-phonon couplings.Comment: 5 pages, 2 figure

Controlled DNA compaction within chromatin: the tail-bridging effect

We study the mechanism underlying the attraction between nucleosomes, the fundamental packaging units of DNA inside the chromatin complex. We introduce a simple model of the nucleosome, the eight-tail colloid, consisting of a charged sphere with eight oppositely charged, flexible, grafted chains that represent the terminal histone tails. We demonstrate that our complexes are attracted via the formation of chain bridges and that this attraction can be tuned by changing the fraction of charged monomers on the tails. This suggests a physical mechanism of chromatin compaction where the degree of DNA condensation can be controlled via biochemical means, namely the acetylation and deacetylation of lysines in the histone tails.Comment: 4 pages, 5 figures, submitte

Local density of states on a vibrational quantum dot out of equilibrium

We calculate the nonequilibrium local density of states on a vibrational quantum dot coupled to two electrodes at T=0 using a numerically exact diagrammatic Monte Carlo method. Our focus is on the interplay between the electron-phonon interaction strength and the bias voltage. We find that the spectral density exhibits a significant voltage dependence if the voltage window includes one or more phonon sidebands. A comparison with well-established approximate approaches indicates that this effect could be attributed to the nonequilibrium distribution of the phonons. Moreover, we discuss the long transient dynamics caused by the electron-phonon coupling.Comment: 9 pages, 11 figure

Multistability and spin diffusion enhanced lifetimes in dynamic nuclear polarization in a double quantum dot

The control of nuclear spins in quantum dots is essential to explore their many-body dynamics and exploit their prospects for quantum information processing. We present a unique combination of dynamic nuclear spin polarization and electric-dipole-induced spin resonance in an electrostatically defined double quantum dot (DQD) exposed to the strongly inhomogeneous field of two on-chip nanomagnets. Our experiments provide direct and unrivaled access to the nuclear spin polarization distribution and allow us to establish and characterize multiple fixed points. Further, we demonstrate polarization of the DQD environment by nuclear spin diffusion which significantly stabilizes the nuclear spins inside the DQD

Ready For Changes? The Influence of General Self-efficacy and Resistance to Change on Managers' Future Competence Requirements

With this study, we will test the interrelations between the psychological concept of self-efficacy of managers and its influences on the resistance to change. The results show that it makes a qualitative difference, if change in competences occurs in a positive or a negative direction and that there is a clear predisposition of managers concerning change. Both results have to be taken into account in designing changes processes