64 citations · 452 across the 47 of their papers we have counts for
49 papers
Bulk Phase Transition and Edge Behavior in Temporally Correlated Random Matrices
Masato Hisakado, Takuya Kaneko
We study long-range correlated Wigner-type matrices built from row-independent stationary Gaussian sequences. For exponentially decaying (AR(1)) correlations, the bulk spectral den…
A Cascade of Volterra-Operator BBP Transitions in a Correlated Wigner Matrix
Masato Hisakado
We study a Wigner-type random matrix in which the off-diagonal correlation between entries is generated by a random factor shared among all entries in a given row and column, with…
Temporal Coarse-Graining of Multi-Sector Default Count Data Generates Posterior-Implied Copulas
Shintaro Mori, Masato Hisakado
Sectoral default dependence is usually described by a static correlation matrix, a static copula, or a small number of common factors. Such representations, when specified separate…
Deformation of semi-circle law for the correlated time series and Phase transition
Masato Hisakado, Takuya Kaneko
We study Wigner-type random matrices constructed from financial time series with temporal correlations. We characterize the deformed spectral law through its moments and observe be…
Phase transition in a long-memory log-Gaussian Cox process
Masato Hisakado, Shintaro Mori
We study a stochastic point process with power-law temporal correlations driven by hidden variables. We show that a generalized Merton-type model under an exponential-tail asset as…
Structural Properties of the Asymmetric Barabási-Albert Model in the Lattice Limit
Kazuaki Nakayama, Masato Hisakado, Shintaro Mori
The Asymmetric BA model extends the Barabási-Albert scale-free network model by introducing a parameter . As varies, the model transitions through different network structur…