5 papers
Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example
Benjamin Köhler, Anton J. Heckens, Thomas Guhr
Extreme values and the tail behavior of probability distributions are essential for quantifying and mitigating risk in complex systems of all kinds. In multivariate settings, accou…
Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis
Efstratios Manolakis, Anton J. Heckens, Benjamin Köhler +1
Risk assessment for rare events is essential for understanding systemic stability in complex systems. As rare events are typically highly correlated, it is important to study heavy…
Experimental study of the distributions of off-diagonal scattering-matrix elements of quantum graphs with symplectic symmetry
Jiongning Che, Nils Gluth, Simon Köhnes +2
We report on experimental studies of the distribution of the off-diagonal elements of the scattering matrix of open microwave networks with symplectic symmetry and a chaotic wave d…
Exact Results for the Ericson Transition in Stochastic Quantum Scattering and Experimental Validation
Simon Köhnes, Jiongning Che, Barbara Dietz +1
At lower energies, the resonances in scattering experiments are often isolated. The crucial parameter is the ratio of average resonance width and average mean level spacing. Toward…
How much longer do you have to drive than the crow has to fly?
Shanshan Wang, Henrik M. Bette, Michael Schreckenberg +1
When traveling by car from one location to another, our route is constrained by the road network. The network distance between the two locations is generally longer than the geodet…