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cond-mat.stat-mech2004
Critical Level Statistics of the Fibonacci Model
Michihiro Naka, Kazusumi Ino, Mahito Kohmoto
We numerically analyze spectral properties of the Fibonacci model which is a one-dimensional quasiperiodic system. We find that the energy levels of this model have the distributio…
cond-mat.stat-mech2003
Random Matrix Theory Analysis of Cross Correlations in Financial Markets
Akihiko Utsugi, Kazusumi Ino, Masaki Oshikawa
We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of To…