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5 papers · 1 filter
Top eigenpair statistics of diluted Wishart matrices
Barak Budnick, Preben Forer, Pierpaolo Vivo +3
Using the replica method, we compute the statistics of the top eigenpair of diluted covariance matrices of the form , where is a…
Correspondence between temporal correlations in time series, inverse problems, and the Spherical Model
Riccardo Marcaccioli, Giacomo Livan
In this paper we employ methods from Statistical Mechanics to model temporal correlations in time series. We put forward a methodology based on the Maximum Entropy principle to gen…
Emergence of strongly connected giant components in continuum disk-spin percolation
Francesco Caravelli, Marco Bardoscia, Fabio Caccioli
We propose a continuum model of percolation in two dimensions for overlapping disks with spin. In this model the existence of bonds is determined by the distance between the center…
Velocity and energy distributions in microcanonical ensembles of hard spheres
Enrico Scalas, Adrian T. Gabriel, Edgar Martin +1
In a microcanonical ensemble (constant , hard reflecting walls) and in a molecular dynamics ensemble (constant , periodic boundary conditions) with a number $N…
On the concentration of large deviations for fat tailed distributions, with application to financial data
Mario Filiasi, Giacomo Livan, Matteo Marsili +3
Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a f…