Temporal correlations versus noise in the correlation matrix formalism: an example of the brain auditory response
arXiv:cond-mat/0002175 · doi:10.1103/PhysRevE.62.5557
Abstract
We adopt the concept of the correlation matrix to study correlations among sequences of time-extended events occuring repeatedly at consecutive time-intervals. As an application we analyse the magnetoencephalography recordings obtained from human auditory cortex in epoch mode during delivery of sound stimuli to the left or right ear. We look into statistical properties and the eigenvalue spectrum of the correlation matrix C calculated for signals corresponding to different trials and originating from the same or opposite hemispheres. The spectrum of C largely agrees with the universal properties of the Gaussian orthogonal ensemble of random matrices, with deviations characterised by eigenvectors with high eigenvalues. The properties of these eigenvectors and eigenvalues provide an elegant and powerful way of quantifying the degree of the underlying collectivity during well defined latency intervals with respect to stimulus onset. We also extend this analysis to study the time-lagged interhemispheric correlations, as a computationally less demanding alternative to other methods such as mutual information.
16 pages, revtex, 8 PostScript figures
References in corpus (3)
Cited by in corpus (25)
- Dynamics of competition between collectivity and noise in the stock market
- Cross-Correlation Dynamics in Financial Time Series
- The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect
- Statistics of Real Eigenvalues in Ginibre's Ensemble of Random Real Matrices
- The bulk of the stock market correlation matrix is not pure noise
- Integrable Structure of Ginibre's Ensemble of Real Random Matrices and a Pfaffian Integration Theorem
- Identifying phase synchronization clusters in spatially extended dynamical systems
- Induced Ginibre ensemble of random matrices and quantum operations
- Quantifying dynamics of the financial correlations
- Random Matrix Spectra as a Time Series
- Multiscaled Cross-Correlation Dynamics in Financial Time-Series
- Identifying Complexity by Means of Matrices
- Non-Hermitean Wishart random matrices (I)
- Towards a common thread in Complexity: an accuracy-based approach
- Individual complex Dirac eigenvalue distributions from random matrix theory and comparison to quenched lattice QCD with a quark chemical potential
- Spectral Domain of Large Nonsymmetric Correlated Wishart Matrices
- Nature of order from random two-body interactions
- Random matrix approach to multivariate categorical data analysis
- Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
- Decomposing the stock market intraday dynamics
- Asymmetric random matrices: What do we need them for?
- Finite size effects. The averaged eigenvalue density of Wigner random sign real symmetric matrices
- Random matrix ensemble for the covariance matrix of Ornstein-Uhlenbeck processes with heterogeneous temperatures
- CDT as a scaling limit of matrix models
- Delayed Correlations in Inter-Domain Network Traffic