On the singular sector of the Hermitian random matrix model in the large N limit

The one-cut case of the Hermitian random matrix model in the large N limit is considered. Its singular sector in the space of coupling constants is analyzed from the point of view of the hodograph equations of the underlying dispersionless Toda hierarchy. A deep connection with the singular sector of the hodograph equations of the 1-layer Benney (classical long wave equation) hierarchy is stablished. This property is a consequence of the fact that the hodograph equations for both hierarchies describe the critical points of solutions of Euler-Poisson-Darboux equations.     

Random matrices and matrix models: The JNU lectures

A course of lectures was given at the Jawaharlal Nehru University and the Jamia Milia Islamia, New Delhi, during February—March 1996. The following notes were distributed to the audience before each lecture. These notes, which are sketchy and do not go in details, were meant to help students follow the standard literature on the subject. They are collected here (with the exercises!) in the hope that they might prove useful to a larger community of research workers.     

Dilute antiferromagnets: Imry-Ma argument,hierarchical model,and equivalence to random field Ising models

We discuss some aspects of the problem of the equivalence of dilute antiferromagnets and random field Ising models. We first investigate for dilute antiferromagnets the validity of the arguments of Imry and Ma. It turns out that they are applicable, but some care is required concerning the role played by the so-called internal Peierls contours. Next we consider a hierarchical version of a dilute antiferromagnetic Ising model in the presence of a uniform magnetic field and show that a renormalization group transformation maps it exactly into a hierarchical version of the random field Ising model, thus proving their equivalence as far as the critical behavior is concerned. In particular this implies that phase transition with spontaneous magnetization occurs only for dimensiond>2. Finally we show that in the absence of internal Peierls contours both models, in their hierarchical versions, exhibit phase transition already in dimensiond=2.     

On the statistical mechanics approach in the random matrix theory: Integrated density of states

We consider the ensemble of random symmetricn×n matrices specified by an orthogonal invariant probability distribution. We treat this distribution as a Gibbs measure of a mean-field-type model. This allows us to show that the normalized eigenvalue counting function of this ensemble converges in probability to a nonrandom limit asn and that this limiting distribution is the solution of a certain self-consistent equation.     

Random matrix theory filters in portfolio optimisation: A stability and risk assessment

Random matrix theory (RMT) filters, applied to covariance matrices of financial returns, have recently been shown to offer improvements to the optimisation of stock portfolios. This paper studies the effect of three RMT filters on the realised portfolio risk, and on the stability of the filtered covariance matrix, using bootstrap analysis and out-of-sample testing.We propose an extension to an existing RMT filter, (based on Krzanowski stability), which is observed to reduce risk and increase stability, when compared to other RMT filters tested. We also study a scheme for filtering the covariance matrix directly, as opposed to the standard method of filtering correlation, where the latter is found to lower the realised risk, on average, by up to 6.7%.We consider both equally and exponentially weighted covariance matrices in our analysis, and observe that the overall best method out-of-sample was that of the exponentially weighted covariance, with our Krzanowski stability-based filter applied to the correlation matrix. We also find that the optimal out-of-sample decay factors, for both filtered and unfiltered forecasts, were higher than those suggested by Riskmetrics [J.P. Morgan, Reuters, Riskmetrics technical document, Technical Report, 1996. http://www.riskmetrics.com/techdoc.html], with those for the latter approaching a value of α=1.In conclusion, RMT filtering reduced the realised risk, on average, and in the majority of cases when tested out-of-sample, but increased the realised risk on a marked number of individual days–in some cases more than doubling it.     

On the calculation of force constants using isotopic frequencies by parametric method: Application to systems of (3×3) order

A method is proposed for the determination of angle parameters for ONF, ONCl and ONBr, utilising the isotopic frequencies of two isotopically substituted molecules. The force constants, Coriolis coupling constants, inertia defect, mean amplitudes of vibration and rotational distortion constants were also calculated and compared with literature values.     

Renormalizing rectangles and other topics in random matrix theory

We consider random Hermitian matrices made of complex or realM×N rectangular blocks, where the blocks are drawn from various ensembles. These matrices haveN pairs of opposite real nonvanishing eigenvalues, as well asM–N zero eigenvalues (forM>N). These zero eigenvalues are kinematical in the sense that they are independent of randomness. We study the eigenvalue distribution of these matrices to leading order in the large-N, M limit in which the rectangularityr=M/N is held fixed. We apply a variety of methods in our study. We study Gaussian ensembles by a simple diagrammatic method, by the Dyson gas approach, and by a generalization of the Kazakov method. These methods make use of the invariance of such ensembles under the action of symmetry groups. The more complicated Wigner ensemble, which does not enjoy such symmetry properties, is studied by large-N renormalization techniques. In addition to the kinematical -function spike in the eigenvalue density which corresponds to zero eigenvalues, we find for both types of ensembles that if |r–1| is held fixed asN, theN nonzero eigenvalues give rise to two separated lobes that are located symmetrically with respect to the origin. This separation arises because the nonzero eigenvalues are repelled macroscopically from the origin. Finally, we study the oscillatory behavior of the eigenvalue distribution near the endpoints of the lobes, a behavior governed by Airy functions. Asr1 the lobes come closer, and the Airy oscillatory behavior near the endpoints that are close to zero breaks down. We interpret this breakdown as a signal thatr1 drives a crossover to the oscillation governed by Bessel functions near the origin for matrices made of square blocks.     

参数共振微扰法在Boost变换器混沌控制中的实现及其优化

参数共振微扰法是一种简单的非反馈混沌控制方法，它十分适合非自治系统的混沌控制.研究了这种方法在电流模式控制Boost变换器混沌控制中的应用，并通过对扰动相位进行优化 ，达到最优的混沌控制结果.同时对参数共振微扰法及其优化方法在Boost变换器混沌控制中的作用进行了理论分析，推导并计算了各种电路参数变化对有效的混沌控制所需的扰动的影响. 关键词： Boost变换器 混沌 混沌控制 参数共振微扰法     

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock market. We choose the daily closing prices of 462 constituent stocks of S&P 500 index as the research objects and select the sample data from January 3, 2005 to August 31, 2012. In the empirical analysis, we examine the statistical properties of cross-correlation coefficients, the distribution of eigenvalues, the distribution of eigenvector components, and the inverse participation ratio. From the two methods, we find some new results of the cross-correlations in the US stock market in our study, which are different from the conclusions reached by previous studies. The empirical cross-correlation matrices constructed by the DCCA coefficient show several interesting properties at different time scales in the US stock market, which are useful to the risk management and optimal portfolio selection, especially to the diversity of the asset portfolio. It will be an interesting and meaningful work to find the theoretical eigenvalue distribution of a completely random matrix R for the DCCA coefficient because it does not obey the Mar?enko–Pastur distribution.     

Analytical results for the electronic shell structure in mesoscopic systems: Balian-Bloch type theory for spheres,discs, rings and anti-dot lattices

The electronic shell structure resulting from the interference of closed orbital paths is determined for mesoscopic systems like spherical clusters, discs and rings by extending the semiclassical theory of Balian and Bloch. Analytical results for the shell structure in the density of states are obtained. Thus, the dependence of the shell structure on dimension, size and geometry and potential of the mesoscopic system and on an external magnetic field can be studied systematically. Comparison of the semiclassical results and those of quantum mechanical calculations permits analysis of typical quantum mechanical effects and shows the validity of the semiclassical theory. Our results should stimulate new experiments, can be used to calculate oscillations in the binding-energy, ionization-potential, and can be applied to analyze oscillations in the electronic density of states of quantum dot systems like anti-dot lattices.     

Molecular basis of structural make-up of feeds in relation to nutrient absorption in ruminants,revealed with advanced molecular spectroscopy: A review on techniques and models

Progress in ruminant feed research is no more feasible only based on wet chemical analysis, which is merely able to provide information on chemical composition of feeds regardless of their digestive features and nutritive value in ruminants. Studying internal structural make-up of functional groups/feed nutrients is often vital for understanding the digestive behaviors and nutritive values of feeds in ruminant because the intrinsic structure of feed nutrients is more related to its overall absorption. In this article, the detail information on the recent developments in molecular spectroscopic techniques to reveal microstructural information of feed nutrients and the use of nutrition models in regards to ruminant feed research was reviewed. The emphasis of this review was on (1) the technological progress in the use of molecular spectroscopic techniques in ruminant feed research; (2) revealing spectral analysis of functional groups of biomolecules/feed nutrients; (3) the use of advanced nutrition models for better prediction of nutrient availability in ruminant systems; and (4) the application of these molecular techniques and combination of nutrient models in cereals, co-products and pulse crop research. The information described in this article will promote better insight in the progress of research on molecular structural make-up of feed nutrients in ruminants.     

Study of the sensitivity of size-averaged scattering matrix elements of nonspherical particles to changes in shape, porosity and refractive index

Studies of the physical parameters that influence the single scattering properties of a size distribution of small particles in random orientation are fundamental in understanding the origin of the observed dependence of the scattering matrix elements on the scattering angle. We present results of extensive calculations of the single scattering matrices of small nonspherical particles performed by a computational model based on the Discrete-Dipole Approximation. We have particularly studied the sensitivity of the size-averaged scattering properties at visible wavelengths of nonspherical, randomly oriented absorbing particles considering changes in shape, porosity and refractive index. These studies have importance regarding the inversion of physical properties of small particles as measured in the laboratory and the dust properties in various astrophysical and atmospherical environments. We have found that size distributions of randomly oriented irregular particles of different shape, including large aspect ratio particles, show similar scattering matrix elements as a function of the scattering angle, in contrast with the pattern found for regularly shaped particles of varying axis ratios, for which the scattering matrix elements as a function of the scattering angle show much larger differences among them. Regarding porosity, we have found a very different pattern in the scattering matrix elements for an ensemble of compact and porous particles. In particular, the linear polarization for incident unpolarized light produced by compact and absorbing particles of large size parameter tend to mimic the pattern found for large absorbing spheres. For porous particles, however, the linear polarization for incident unpolarized light tends to decrease as the size of the particle grows, with the maximum being displaced towards smaller and smaller scattering angles.     

Electron correlation in two-dimensional systems: CHNC approach to finite-temperature and spin-polarization effects

Applying the classical-map hypernetted-chain method (CHNC) developed recently by Dharma-wardana and Perrot, we have studied the temperature and spin-polarization effects on electron correlation in the uniform quantum two-dimensional gas (2DEG) over a wide range of temperature T and spin-polarization ζ. The quantum fluid at the temperature T is mapped to a classical fluid at the temperature T_cf given by T_cf²=T²+T_q², where the quantum temperature T_q is determined by comparing the calculated correlation energy to that of Monte Carlo results for the fully spin-polarized quantum system at zero temperature. By the iterative solution of the modified HNC equation and the Ornstein-Zernike equation, we have obtained the pair distribution function (PDF) and correlation energy for the two-component classical 2DEG with a classical fluid temperature T_cf. The anti-parallel bridge function B₁₂(r) appearing in the modified HNC equation is determined by using the Monte Carlo correlation energy at T=0 or STLS (Singwi-Tosi-Land-Sjölander) result at T>0 and the numerical solution to the Percus-Yevick (PY) equation for the system of hard disks. By calculating the Pauli potential, the bridge function, PDFs, structure factors and correlation energy, we have shown that in some cases, the properties of the uniform quantum 2DEG depend remarkably on the temperature and spin-polarization.     

Nonequilibrium steady state in open quantum systems: Influence action,stochastic equation and power balance

The existence and uniqueness of a steady state for nonequilibrium systems (NESS) is a fundamental subject and a main theme of research in statistical mechanics for decades. For Gaussian systems, such as a chain of classical harmonic oscillators connected at each end to a heat bath, and for classical anharmonic oscillators under specified conditions, definitive answers exist in the form of proven theorems. Answering this question for quantum many-body systems poses a challenge for the present. In this work we address this issue by deriving the stochastic equations for the reduced system with self-consistent backaction from the two baths, calculating the energy flow from one bath to the chain to the other bath, and exhibiting a power balance relation in the total (chain + baths) system which testifies to the existence of a NESS in this system at late times. Its insensitivity to the initial conditions of the chain corroborates to its uniqueness. The functional method we adopt here entails the use of the influence functional, the coarse-grained and stochastic effective actions, from which one can derive the stochastic equations and calculate the average values of physical variables in open quantum systems. This involves both taking the expectation values of quantum operators of the system and the distributional averages of stochastic variables stemming from the coarse-grained environment. This method though formal in appearance is compact and complete. It can also easily accommodate perturbative techniques and diagrammatic methods from field theory. Taken all together it provides a solid platform for carrying out systematic investigations into the nonequilibrium dynamics of open quantum systems and quantum thermodynamics.     

Correlation effects,image charge effects and finite size in the macro-ion-electrolyte system: A field-theoretic approach

We consider a model of a macro-ion surrounded by small ions of an electrolyte solution. The finite size of ionic charge distributions of ions, and image charge effects are considered. From such a model it is possible to construct a statistical field theory with a single fluctuating field and derive physical interpretations for both the mean field and two-point correlation function. For point-like charges, at the level of a Gaussian (or saddle point) approximation, we recover the standard Poisson-Boltzmann equation. However, to include ionic correlation effects, as well as image charge effects of individual ions, we must go beyond this. From the field theory considered, it is possible to construct self-consistent approximations. We consider the simplest of these, namely the Hartree approximation. The Hartree equations take the form of two coupled equations. One is a modified Poisson-Boltzmann equation; the other describes both image charge effects on the individual ions, as well as correlations. Such equations are difficult to solve numerically, so we develop an (a WKB-like) approximation for obtaining approximate solutions. This, we apply to a uniformly charged rod in univalent electrolyte solution, for point like ions, as well as for extended spherically symmetric distributions of ionic charge on electrolyte ions. The solutions show how correlation effects and image charge effects modify the Poisson-Boltzmann result. Finite-size charge distributions of the ions reduce both the effects of correlations and image charge effects. For point charges, we test the WKB approximation by calculating a leading-order correction from the exact Hartree result, showing that the WKB-like approximation works reasonably well in describing the full solution to the Hartree equations. From these solutions, we also calculate an effective charge compensation parameter in an analytical formula for the interaction of two charged cylinders. Electronic supplementary material  Supplementary material in the form of a doc file available from the journal web page at and are accessible for authorised users.     

Introduction of quantum finite-size effects in the Mie's theory for a multilayered metal sphere in the dipolar approximation: Application to free and matrix-embedded noble metal clusters

A mixed classical/quantum model for calculating the optical response of free and matrix-embedded multilayered metal spheres in the dipolar approximation is presented. The conduction electrons are quantum-mechanically treated in the framework of the time-dependent local-density-approximation formalism (TDLDA), whereas the surrounding matrix, the ionic metal backgrounds and the non-metallic materials are classically described through homogeneous charge distributions or/and dielectric media. Except for the TDLDA calculations, the present formalism is completely analytical and can be applied to coated spheres with any number of metal or dielectric layers. Contrary to the previous TDLDA-based models involving an inner or/and an outer dielectric medium (one or two interfaces), all the dielectric effects (screening and absorption) are self-consistently calculated. In particular, the interband transitions and the mutual interplay between the conduction and core electrons are self-consistently treated. The deficiencies of the previous models are analyzed, and the results are compared with the classical Mie's theory, over the entire spectral range. The building-up of the classical absorption spectrum, consisting of the surface plasmon resonance and the interband transitions, is clearly observed as the cluster size increases. Received 15 March 1999 and Received in final form 11 October 1999