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cond-mat.stat-mech2026
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…
cond-mat.stat-mech2026
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…
q-fin.RM2026
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…