Publikationen
2024
Nico Hahn, Mario Kieburg, Omri Gat, Thomas Guhr
Winding Number Statistics for Chiral Random Matrices: Universal Correlations and Statistical Moments in the Unitary Case
preprint: arXiv:2410.22808
Shanshan Wang, Michael Schreckenberg, Thomas Guhr
Spatiotemporal statistical features of velocity responses to traffic congestions in a local motorway network
J. Phys. Complex. 5, 045003 (2024), preprint: arXiv.2406.17724
Gabor B. Hollbeck, René Pilarczyk, Shanshan Wang, Michael Schreckenberg, Thomas Guhr
Congestions and Spectral Transition in Time-Lagged Correlations of Motorway Traffic
Physica A 649, 129952 (2024), preprint: arXiv:2312.12051
Shanshan Wang, Henrik M. Bette, Michael Schreckenberg, Thomas Guhr
How much longer do you have to drive than the crow has to fly?
preprint: arXiv:2406.06490
Sebastian Gartzke, Shanshan Wang, Thomas Guhr, Michael Schreckenberg
Traffic Response Functions: Patterns, Propagation and Congestion
preprint: arXiv:2406.02307
Christian Philipp, Henrik M. Bette, Matthias Wächter, Jan A. Freund, Thomas Guhr, Joachim Peinke
Extension of the Langevin power curve analysis by separation per operational state
preprint: Wind Energ. Sci. Discuss (2024), arXiv:2305.15512
Vladimir Al. Osipov, Niclas Krieger, Thomas Guhr, Boris Gutkin
Local correlations in partially dual-unitary lattice models
Phys. Rev. B 109, 214302 (2024), preprint: arXiv:2312.03445
2023
Nils Gluth, Thomas Guhr, Alfred Hucht
Random Matrices and the Free Energy of Ising-Like Models with Disorder
preprint: arXiv:2312.13231
Henrik M. Bette, Michael Schreckenberg, Thomas Guhr
Sensitivity of principal components to changes in the presence of non-stationarity
J. Stat. Mech. 2023, 103402 (2023), preprint: arXiv:2208.04651
Shanshan Wang, Michael Schreckenberg, Thomas Guhr
Response functions as a new concept to study local dynamics in traffic networks
Physica A 626, 129116 (2023), preprint: arXiv:2211.08232
Nico Hahn, Mario Kieburg, Omri Gat, Thomas Guhr
Winding Number Statistics for Chiral Random Matrices: Averaging Ratios of Parametric Determinants in the Orthogonal Case
J. Math. Phys. 64, 111902 (2023) , preprint: arXiv:2306.12051
Henrik M. Bette, Christian Philipp, Matthias Wächter, Jan Freund, Joachim Peinke, Thomas Guhr
Dynamics of wind turbine operational states
preprint: arXiv:2310.06098
Efstratios Manolakis, Anton J. Heckens, Thomas Guhr
Analysis of Aggregated Return Distributions for Stock Markets
preprint: SSRN
Henrik M. Bette, Edgar Jungblut, Thomas Guhr
Nonstationarity in correlation matrices for wind turbine SCADA-data
Wind Energy 6, 826‐849 (2023), preprint: arXiv:2107.13256
Shanshan Wang, Michael Schreckenberg, Thomas Guhr
Transitions between quasi-stationary states in traffic systems: Cologne orbital motorways as an example
J. Stat. Mech. 2023, 093401 (2023), preprint: arXiv:2302.14596
Felix Meier, Mathias Steinhuber, Juan Diego Urbina, Daniel Waltner, Thomas Guhr
Signatures of the interplay between chaos and local criticality on the dynamics of scrambling in many-body systems
Phys. Rev. E 107, 054202 (2023), preprint: arXiv:2211.12147
Thomas Guhr
Statistical Topology -- Distribution and Density Correlations of Winding Numbers in Chiral Systems
Entropy 25, 383 (2023), preprint: arXiv:2301.06550
Nico Hahn, Mario Kieburg, Omri Gat, Thomas Guhr
Winding Number Statistics for Chiral Random Matrices: Averaging Ratios of Determinants with Parametric Dependence
J. Math. Phys. 64, 021901 (2023), preprint: arXiv:2207.08612
2022
Roger Knecktys, Henrik Bette, Rüdiger Kiesel, Thomas Guhr
Risk Theory and Pricing of "Pay-for-Performance" Business Models
preprint: arXiv:2212.09585
Shanshan Wang, Michael Schreckenberg, Thomas Guhr
Identifying subdominant collective effects in a large motorway network
J. Stat. Mech. 2022, 113402 (2022), preprint: arXiv:2202.07644
Edgar Jungblut, Henrik M. Bette, Thomas Guhr
Spatial Structures of Wind Farms: Correlation Analysis of the Generated Electrical Power
preprint: arXiv:2210.12969
Shanshan Wang, Sebastian Gartzke, Michael Schreckenberg, Thomas Guhr
Erratum: Collective behavior in the North Rhine-Westphalia motorway network (2021 J. Stat. Mech. 123401)
J. Stat. Mech. 2022, 099901 (2022)
Petr Braun, Nico Hahn, Daniel Waltner, Omri Gat, Thomas Guhr
Winding Number Statistics of a Parametric Chiral Unitary Random Matrix Ensemble
J. Phys. A 55, 224011 (2022), preprint: arXiv:2112.14575
Anton J. Heckens, Thomas Guhr
A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures
J. Stat. Mech. 2022, 043401 (2022), preprint: arXiv:2107.09048
Sebastian Gartzke, Shanshan Wang, Thomas Guhr, Michael Schreckenberg
Spatial Correlation Analysis of Traffic Flow on Parallel Motorways in Germany
Physica A 599, 127367 (2022), preprint: arXiv:2109.04268
Sebastian M. Krause, Edgar Jungblut, Thomas Guhr
Two Price Regimes in Limit Order Books: Liquidity Cushion and Fragmented Distant Field
J. Stat. Mech. 2022, 023401 (2022), preprint: arXiv:2106.11691
Anton J. Heckens, Thomas Guhr
New Collectivity Measures for Financial Covariances and Correlations
Physica A 604, 127704 (2022), preprint: arXiv:2202.00297
Juan Camilo Henao Londono, Thomas Guhr
Foreign exchange markets: price response and spread impact
Physica A 589, 126587 (2022) , preprint: arXiv:2104.09309
2021
Shanshan Wang, Sebastian Gartzke, Michael Schreckenberg, Thomas Guhr
Collective behavior in the North Rhine-Westphalia motorway network
J. Stat. Mech. 2021, 123401 (2021), preprint: arXiv:2107.12947
Felix Meier, Daniel Waltner, Petr Braun, Thomas Guhr
A Mapping between the Spin and Fermion Algebra
J. Phys. A 54, 345201 (2021), preprint: arXiv:2101.10119
Hirdesh K. Pharasi, Suchetana Sadhukhan, Parisa Majari, Anirban Chakraborti, Thomas H. Seligman
Dynamics of the market states in the space of correlation matrices with applications to financial markets
preprint: arXiv:2107.05663
Yuriy Stepanov, Hendrik Herrmann, Thomas Guhr
Generic Features in the Spectral Decomposition of Correlation Matrices
J. Math. Phys. 62, 083505 (2021), preprint: arXiv:2104.08966
Juan C. Henao-Londono, Sebastian M. Krause, Thomas Guhr
Price response functions and spread impact in correlated financial markets
Eur. Phys. J. B 94, 78 (2021), preprint: arXiv:2010.15105
Sebastian M. Krause, Hrvoje Štefančić, Vinko Zlatić, Guido Caldarelli
Controlling systemic risk - network structures that minimize it and node properties to calculate it
Phys. Rev. E 103, 042304 (2021), preprint: arXiv:1902.08483
Sven Gnutzmann, Thomas Guhr, Henning Schomerus, Karol Życzkowski
Special issue in honour of the life and work of Fritz Haake
J. Phys. A 54, 130301 (2021)
Thomas Guhr, Andreas Schell
Matrix Moments in a Real, Doubly Correlated Algebraic Generalization of the Wishart Model
J. Phys. A 54, 125203 (2021), preprint: arXiv:2011.07573
Thomas Guhr, Andreas Schell
Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations
J. Phys. A 54, 125002 (2021), preprint: arXiv:2011.07570
Daniel Waltner, Petr Braun
Localization in the Kicked Ising Chain
Phys. Rev. B 104, 054432, preprint: arXiv:2101.10057
2020
Boris Gutkin, Petr Braun, Maram Akila, Daniel Waltner, Thomas Guhr
Exact local correlations in kicked chains
Phys. Rev. B 102, 174307 (2020), preprint: arXiv:2004.08386
Shanshan Wang, Sebastian Gartzke, Michael Schreckenberg, Thomas Guhr
Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example
J. Stat. Mech. 2020, 103404 (2020), preprint: arXiv:2008.05530
Petr Braun, Daniel Waltner, Maram Akila, Boris Gutkin, Thomas Guhr
Transition from Quantum Chaos to Localization in Spin Chains
Phys. Rev. E 101, 052201 (2020), preprint: arXiv:1902.06265
Anton J. Heckens, Sebastian M. Krause, Thomas Guhr
Uncovering the Dynamics of Correlation Structures Relative to the Collective Market Motion
J. Stat. Mech. 2020, 103402 (2020), preprint: arXiv:2004.12336
Tobias Braun, Matthias Waechter, Joachim Peinke, Thomas Guhr
Correlated power time series of individual wind turbines: A data driven model approach
Journal of Renewable and Sustainable Energy12, 023301 (2020), preprint: arXiv:2101.08573
Nico Hahn, Thomas Guhr, Daniel Waltner
Hilbert space average of transition probabilities
Phys. Rev. E 101, 062135 (2020), preprint: arXiv:2002.09396
Boris Gutkin, Petr Braun, Maram Akila, Daniel Waltner, Thomas Guhr
Local correlations in dual-unitary kicked chains
preprint: arXiv:2001.01298
2019
N. Hahn, D. Waltner
Dual approach to the spectral form factor
Acta Phys. Pol. A 136, 841 (2019)
Sebastian M. Krause, Fritz Weyhausen-Brinkmann, Stefan Bornholdt
Repulsion in controversial debate drives public opinion into fifty-fifty stalemate
Phys. Rev. E 100, 042307 (2019), preprint: arXiv:1909.06483
Daniel Waltner, Klaus Richter
Towards a semiclassical understanding of chaotic single- and many-particle quantum dynamics at post-Heisenberg time scales
Phys. Rev. E 100, 042212 (2019), preprint: arXiv:1903.09557
M. Kremer, A.P. Becker, I. Vodenska, H.E. Stanley and R. Schäfer
Economic and political effects on currency clustering dynamics
Quantitative finance 19, 705-716 (2019), preprint: SSRN.
Maram Akila and Boris Gutkin
GSE spectra in uni-directional quantum systems
J. Phys. A 52, 235201 (2019), preprint: arXiv:1811.09860
On Cover Page
Stephan Grimm and Thomas Guhr
How spread changes affect the order book: Comparing the price responses of order deletions and placements to trades
Eur. Phys. J. B 92, 133 (2019), preprint: arXiv:1812.09067.
Highlights in Phys.org
Andreas Mühlbacher, Thomas Guhr
WKB-type-of approximation for rare event statistics in reacting systems
preprint: arXiv:1902.05280
Petr Braun and Daniel Waltner
New approach to periodic orbit theory of spectral correlations
J. Phys. A 52, 065101 (2019), preprint: arXiv:1809.02454
2018
Sebastian M. Krause, Jonas A. Fiegen and Thomas Guhr
Emergence of stylized facts during the opening of stock markets
preprint: arXiv:1812.07369, SSRN.
Andrea Kadović, Sebastian M. Krause, Guido Caldarelli and Vinko Zlatić
Bond and site color-avoiding percolation in scale free networks
Phys. Rev. E 98, 062308 (2018), preprint: arXiv:1807.08553.
S. Wang and T. Guhr
Microscopic Understanding of Cross-Responses between Stocks: a Two-Component Price Impact Model
Market Microstructure and Liquidity 3, 1850009 (2018), preprint: arXiv:1609.04890, SSRN.
Shanshan Wang, Sebastian Neusüß, Thomas Guhr
Grasping asymmetric information in price impacts
Eur. Phys. J. B 91, 266 (2018), preprint: arXiv:1710.07959. SSRN.
Manan Vyas, T. Guhr and T.H. Seligmann
Multivariate analysis of short time series in terms of ensembles of correlation matrices
Scientific Reports 8, 14620 (2018), preprint: arXiv:1801.07790.
Shanshan Wang, Sebastian Neusüß and Thomas Guhr
Statistical properties of market collective responses
EPJ B 91, 191 (2018), preprint: arXiv:1711.07630, SSRN.
Andreas Mühlbacher and Thomas Guhr
Extreme portfolio loss correlations in credit risk
Risks 6, 72 (2018), preprint: arXiv:1706.09809, SSRN.
Tobias Braun, Jonas A. Fiegen, Daniel C. Wagner, Sebastian M. Krause, Thomas Guhr
Impact and recovery process of mini flash crashes: An empirical study
PLoS ONE 13, e0196920 (2018), preprint: arXiv:1707.05580, SSRN.
Andreas Mühlbacher, Thomas Guhr
Credit Risk Meets Random Matrices: Coping with Non-Stationary Asset Correlations
Risks 6, 42 (2018), preprint: arXiv:1803.00261, SSRN.
Shanshan Wang and Thomas Guhr
Local Fluctuations of the Signed Traded Volumes and the Dependencies of Demands: A Copula Analysis
J. Stat. Mech. 2018, 033407 (2018), preprint: arXiv:1706.09240, SSRN.
Joachim Sicking, Thomas Guhr and Rudi Schäfer
Concurrent credit portfolio losses
PLoS ONE 13, e0190263 (2018), preprint: arXiv:1604.06917.
Maram Akila, Boris Gutkin, Petr Braun, Daniel Waltner and Thomas Guhr
Semiclassical Prediction of Large Spectral Fluctuations in Interacting Kicked Spin Chains
Annals of Physics 389, 250 (2018), preprint: arXiv:1709.03601.
2017
Maram Akila, Daniel Waltner, Boris Gutkin, Petr Braun and Thomas Guhr
Collectivity and Periodic Orbits in a Chain of Interacting, Kicked Spins
Proceedings of the 8th Workshop on Quantum Chaos and Localisation Phenomena, Warsaw, Poland, 2017
Acta Physica Polonica A 132, 1661 (2017), preprint: arXiv:1711.01940.
T. Guhr
Exact Results for Chaotic Scattering and Experimental Validation
Proceedings of Nuclei and Mesoscopic Physics in East Lansing, Michigan, USA, 2017
AIP Conference Proceedings 1912, 020004 (2017).
Santosh Kumar, Barbara Dietz, Thomas Guhr, Achim Richter
Distribution of Off-Diagonal Cross Sections in Quantum Chaotic Scattering: Exact Results and Data Comparison
Phys. Rev. Lett. 119, 244102 (2017), preprint: arXiv:1711.08320.
Editors' Suggestion, PRL Highlights
Martin Theissen, Sebastian M. Krause, and Thomas Guhr
Regularities and Irregularities in Order Flow Data
EPJ B 90, 218 (2017), preprint: arXiv:1702.04289, SSRN.
Highlights in EPJ B, phys.org, EurekAlert and ScienceDaily
Sebastian M. Krause, Michael M. Danziger, and Vinko Zlatić
Color-avoiding percolation
Phys. Rev. E 96, 022313 (2017), preprint: arXiv:1611.02617.
Sebastian M. Krause, Lars Habel, Thomas Guhr, and Michael Schreckenberg
The Importance of Antipersistence for Traffic Jams
EPL 118, 38005 (2017), preprint: arXiv:1703.10497.
Editor's Choice, Highlight in Europhysics News, Interview im Deutschlandfunk
Tim Wirtz, Mario Kieburg and Thomas Guhr
Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles
J. Phys. A: Math. Theor. 50, 235203 (2017), preprint: arXiv:1504.03177
Highlight in J. Phys. A
Maram Akila, Daniel Waltner, Boris Gutkin, Petr Braun, and Thomas Guhr
Semiclassical Identification of Periodic Orbits in a Quantum Many-Body System
Phys. Rev. Lett. 118, 164101 (2017), preprint: arXiv:1611.05749
Daniel Waltner, Petr Braun, Maram Akila, and Thomas Guhr
Trace formula for interacting spins
J. Phys. A 50, 085304 (2017), preprint: arXiv:1609.01191
S. Wang
Trading strategies for stock pairs regarding to the cross-impact cost
preprint: arXiv:1701.03098, SSRN.
2016
Marcel Wollschläger and Rudi Schäfer
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
Journal of Risk 19, 1-23 (2016), preprint: arXiv:1506.08054
T. Guhr
Exact Results for Chaotic Scattering and Applications to Microwave Experiments
Proceedings of the URSI International Symposium on Electromagnetic Theory (EMTS) in Espoo, Finland, 2016
IEEE Xplore 670-673 (2016).
Jacek Grela and Thomas Guhr
Exact spectral densities of complex noise-plus-structure random matrices
Phys. Rev. E 94 042130 (2016), preprint: arXiv:1605.01159
Sebastian M. Krause, Michael M. Danziger, and Vinko Zlatić
Hidden Connectivity in Networks with Vulnerable Classes of Nodes
Phys. Rev. X 6, 041022 (2016) Open-Access, preprint: arXiv:1503.04058
M. Akila, D. Waltner, B. Gutkin and T. Guhr
Particle-time duality in the kicked Ising spin chain
J. Phys. A 49, 375101 (2016), preprint: arXiv:1602.07130 and arXiv:1602.07479
On Cover Page
Sven Gnutzmann and Daniel Waltner
Stationary waves on nonlinear quantum graphs II: Application of canonical perturbation theory in basic graph structures
Phys. Rev. E94, 062216 (2016), preprint: arXiv:1609.07348
S. Wang, R. Schäfer and T. Guhr
Average Cross-Responses in Correlated Financial Market
Eur. Phys. J. B 89, 207 (2016), preprint: arXiv:1603.01586 see also arXiv:1510.03205, SSRN.
S. Wang, R. Schäfer and T. Guhr
Cross-Response in Correlated Financial Markets: Individual Stocks
Eur. Phys. J. B 89, 105 (2016), preprint: arXiv:1603.01580 see also arXiv:1510.03205, SSRN.
J. Freese, B. Gutkin and T. Guhr
Spreading in Integrable and Non-Integrable Many-Body Systems
Physica A 461, (2016) 683-693, preprint: arXiv:1409.5764
Boris Gutkin and Vladimir Osipov
Classical foundations of many-particle quantum chaos
Nonlinearity 29 (2016) 325 , preprint: arXiv:1503.02676
Sven Gnutzmann and Daniel Waltner
Stationary waves on nonlinear quantum graphs I: General framework and canonical perturbation theory
Phys. Rev. E 93, 032204 (2016) , preprint: arXiv:1510.00351
Tim Wirtz, Daniel Waltner, Mario Kieburg and Santosh Kumar
The Correlated Jacobi and the Correlated Cauchy-Lorentz ensembles
J Stat Phys 162 (2016) , preprint: arXiv:1505.00675
F. Meudt, T.A. Schmitt, R. Schäfer and T. Guhr
Equilibrium Pricing in an Order Book Environment: Case Study for a Spin Model
Physica A 453 (2016) 228-235 , preprint: arXiv:1502.01125
2015
T. Guhr
Chaotic Scattering: Exact Results and Microwave Experiments
Proceedings of the 7th Workshop on Quantum Chaos and Localisation Phenomena in Warsaw, Poland, 2015
Acta Physica Polonica A 128, 963-967 (2015).
Stanislav Derevyanko and Daniel Waltner
Non-adiabatic quantum pumping by a randomly moving quantum dot
Journal of Physics A: Math. and Theor. 2015 (2015) , preprint: arXiv:1502.02822
S. Wang, R. Schäfer and T. Guhr
Price response in correlated financial markets: empirical results
preprint: arXiv:1510.03205
R. Schäfer, S. Barkhofen, T. Guhr, H.-J. Stöckmann and U. Kuhl
Compounding approach for univariate time series with non-stationary variances
Phys. Rev. E92 (2015) , preprint: arXiv:1503.02177
T.A. Schmitt, R. Schäfer, H. Dette and T. Guhr
Quantile correlations: Uncovering temporal dependencies in financial time series
International Journal of Theoretical and Applied Finance 18 (2015) , preprint: arXiv:1507.04990
F. Meudt, M. Theissen, R. Schäfer and T. Guhr
Constructing Analytically Tractable Ensembles of Non-Stationary Covariances with an Application to Financial Data
J. Stat. Mech., P11025 (2015) , preprint: arXiv:1503.01584
T.A. Schmitt, R. Schäfer and T. Guhr
Credit risk: taking fluctuating asset correlations into account
Journal of Credit Risk 11 73-94 (2015) , preprint: arXiv:1601.03015
B. Gutkin and V.A. Osipov
Universality in spectral statistics of "open" quantum graphs
Phys. Rev. E 91, 060901 (2015) , preprint: arXiv:1308.2356
Maram Akila and Boris Gutkin
Spectral statistics of nearly unidirectional quantum graphs
J. Phys. A 48, 345101 (2015) , preprint: arXiv:1503.01342
On Cover Page
D. Chetalova, M. Wollschläger and R. Schäfer
Dependence structure of market states
J. Stat. Mech., P08012 (2015) , preprint: arXiv:1503.09004
Y. Stepanov, P. Rinn, T. Guhr, J. Peinke and R. Schäfer
Stability and Hierarchy of Quasi-Stationary States: Financial Markets as an Example
J. Stat. Mech., P08011 (2015) , preprint: arXiv:1503.00556
P. Rinn, Y. Stepanov, J. Peinke, T. Guhr and R. Schäfer
Dynamics of quasi-stationary systems: Finance as an example
Europhysics Letters 110, 68003 (2015) , preprint: arXiv:1502.07522
Daniel Waltner, Tim Wirtz and Thomas Guhr
Eigenvalue Density of the Doubly Correlated Wishart Model: Exact Results
J. Phys. A 48, 175204 (2015) , preprint: arXiv:1412.3092
T. Wirtz, G. Akemann, T. Guhr, M. Kieburg and R. Wegner
The smallest eigenvalue distribution in the real Wishart-Laguerre ensemble with even topology
J. Phys. A 48, 245202 (2015) , preprint: arXiv:1502.03685
T.A. Schmitt, R. Schäfer, D. Wied and T. Guhr
Spatial Dependence in Stock Returns - Local Normalization and VAR Forecasts
Empirical Economics, DOI 10.1007/s00181-015-0947-6 (2015)
preprint: SSRN.com/abstract=2320675
Tim Wirtz, Mario Kieburg and Thomas Guhr
Limiting Statistics of the Largest and Smallest Eigenvalues in the Correlated Wishart Model
Europhysics Letters 109, 20005 (2015) , preprint: arXiv:1410.4719
D. Chetalova, T.A. Schmitt, R. Schäfer and T. Guhr
Portfolio return distributions: Sample statistics with stochastic correlations
International Journal of Theoretical and Applied Finance 18, 1550012 (2015)
preprint: arXiv:1308.3961
D. Chetalova, R. Schäfer and T. Guhr
Zooming into market states
J. Stat. Mech., P01029 (2015) , preprint: arXiv:1406.5386
2014
G. Akemann, T. Guhr, M. Kieburg, R. Wegner, T. Wirtz
Completing the picture for the smallest eigenvalue of real Wishart matrices
Phys. Rev. Lett. 113, 250201 (2014), preprint: arXiv:1409.0360
Bin Ye, Liang Qiu, Xuesong Wang and Thomas Guhr
Spectral statistics in directed complex networks and universality of the Ginibre ensemble
Commun. Nonlinear Sci. 20, 1026-1032 (2014)
D.C. Wagner, T.A. Schmitt, R. Schäfer, T. Guhr, D.E. Wolf
Analysis of a decision model in the context of equilibrium pricing and order book pricing
Physica A 415, 347-353 (2014) , preprint: arXiv:1404.7356
D. Waltner and U. Smilansky
Transmission through a noisy network
J. Phys. A 47, 355101 (2014) , preprint: arXiv:1404.2786
B. Dietz, T. Guhr, B. Gutkin, M. Miski-Oglu and A. Richter
Spectral properties and dynamical tunneling in constant-width billiards
Phys. Rev. E 90, 022903 (2014) , preprint: arXiv:1407.6630
Editors' Suggestion
V. Kaymak, M. Kieburg and T. Guhr
Supersymmetry Method for Chiral Random Matrix Theory with Arbitrary Rotation Invariant Weights
J. Phys. A 47, 295201 (2014) , preprint: arXiv:1402.3458
M.C. Münnix, R. Schäfer and T. Guhr
A Random Matrix Approach to Credit Risk
PLOS ONE, 9, e98030 (2014) , preprint: arXiv:1102.3900
M.C. Münnix, R. Schäfer and O. Grothe
Estimating correlation and covariance matrices by weighting of market similarity
Quantitative Finance, 14, 931-939 (2014) , preprint: arXiv:1006.5847
T. Wirtz and T. Guhr
Distribution of the Smallest Eigenvalue in Complex and Real Correlated Wishart Ensembles
J. Phys. A 47, 075004 (2014) , preprint: arXiv:1310.2467
T.A. Schmitt, D. Chetalova, R. Schäfer and T. Guhr
Credit risk and the instability of the financial system: An ensemble approach
Europhysics Letters 105, 38004 (2014) , preprint: arXiv:1309.5245
EDITOR'S CHOICE
A. Nock, S. Kumar, H.-J. Sommers, T. Guhr
Distributions of Off-Diagonal Scattering Matrix Elements: Exact Results
Ann. Phys. 342, 103-132 (2014) , preprint: arXiv:1307.4739
2013
B. Gutkin and V.A. Osipov
Clustering of periodic orbits in chaotic systems
Nonlinearity 26, 177 (2013), preprint: arXiv:1109.3329
B. Gutkin and V.A. Osipov
Clustering of Periodic Orbits and Ensembles of Truncated Unitary Matrices
J. Stat. Phys. 153, 1049 - 1064 (2013) , preprint: arXiv:1305.0059
T.A. Schmitt, D. Chetalova, R. Schäfer and T. Guhr
Non-Stationarity in Financial Time Series and Generic Features
Europhysics Letters 103, 58003 (2013) , preprint: arXiv:1304.5130
Vinayak, R. Schäfer and T.H. Seligman
Emerging spectra of singular correlation matrices under small power-map deformations
Phys. Rev. E 88, 032115 (2013) , preprint: arXiv:1304.4982
T. Wirtz and T. Guhr
Distribution of the Smallest Eigenvalue in the Correlated Wishart Model
Phys. Rev. Lett. 111, 094101 (2013) , preprint: arXiv:1306.4790
S. Kumar, A. Nock, H.-J. Sommers, T. Guhr, B. Dietz, M. Miski-Oglu, A. Richter and F. Schäfer
Distribution of Scattering Matrix Elements in Quantum Chaotic Scattering
Phys. Rev. Lett. 111, 030403 (2013), preprint: arXiv:1304.5284
S. Kumar
Random matrix ensembles: Wang-Landau algorithm for spectral densities
Europhysics Letters 101, 20002 (2013) , preprint: arXiv:1301.5179
R. Schäfer and A.F.R. Koivusalo
Dependence of defaults and recoveries in structural credit risk models
Economic Modelling 30, 1-9 (2013) , preprint: arXiv:1102.3150
2012
T. Fujita, N. Kanda and S. Oshima
Nuclear Potential with Two Pion Exchange
preprint: arXiv:1209.3067
A.F.R. Koivusalo and R. Schäfer
Calibration of structural and reduced-form recovery models
Journal of Credit Risk 8(4), 31-51 (2012) , preprint: arXiv:1102.4864
T.A. Schmitt, R. Schäfer, M.C. Münnix and T. Guhr
Microscopic understanding of heavy-tailed return distributions in an agent-based model
Europhysics Letters 100, 38005 (2012) , preprint: arXiv:1207.2946
C. Recher, M. Kieburg, T. Guhr and M.R. Zirnbauer
Supersymmetry Approach to Wishart Correlation Matrices: Exact Results
J. Stat. Phys. 148, 981-998 (2012) , preprint: arXiv:1012.1234
M.C. Münnix, T. Shimada, R. Schäfer, F. Leyvraz, T.H. Seligman, T. Guhr and H.E. Stanley
Identifying States of a Financial Market
Scientific Reports 2 : 644 (2012) , preprint: arXiv:1202.1623
R. Schäfer, A.F.R. Koivusalo and T. Guhr
Credit Portfolio Risk and Diversification
invited contribution in:
Credit Securities and Derivatives - Challenges for the Global Markets
D. Rösch and H. Scheule (Eds.)
John Wiley & Sons, New York (April, 2013)
ISBN: 978-1119963967
A. Becker, A.F.R. Koivusalo and R. Schäfer
Empirical Evidence for the Structural Recovery Model
preprint on DefaultRisk.com
J. Fischmann, W. Bruzda, B.A. Khoruzhenko, H.-J. Sommers and K. Zyczkowski
Induced Ginibre ensemble of random matrices and quantum operations
J. Phys. A 45, 075203 (2012) , preprint: arXiv:1107.5019
2011
M.C. Münnix, R. Schäfer and T. Guhr
Statistical causes for the Epps effect in microstructure noise
IJTAF 14, 1231-1246 (2011), preprint: arXiv:1009.6157
J. Hämmerling, B. Gutkin and T. Guhr
Collective vs. single-particle motion in quantum many-body systems: Spreading and its semiclassical interpretation in the perturbative regime
Eur. Phys. Lett. 96, 20007 (2011), preprint: arXiv:1012.3111
B. Gutkin
Spectral Statistics of "Cellular" Billiards
Nonlinearity 24, 1743 (2011), preprint: arXiv:1010.0276
M.C. Münnix and R. Schäfer
A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market
Physica A 390, 4251 (2011) , preprint: arXiv:1102.1099
H. Kohler, T. Nagao and H.-J. Stöckmann
Parametric correlations versus fidelity decay: the symmetry breaking case
Phys. Rev. E 84, 061133 (2011) , preprint: arXiv:1104.1660
T. Guhr
Doorway States Coupled to a Background: Fidelity and Survival Probability
Acta Physica Polonica B 42, 1045 (2011)
B. Gutkin and V.Al. Osipov
Spectral problem of block-rectangular hierarchical matrices
J. Stat. Phys. 143, 72 (2011) , preprint: arXiv:1011.0029
B.A. Khoruzhenko and H.-J. Sommers
Non-Hermitian Ensembles
invited contribution in:
The Oxford Handbook of Random Matrix Theory,
G. Akemann, J. Baik and P. Di Francesco (eds.),
Oxford University Press, Oxford, 2011
Chapter 18, pages 376 - 397 , preprint: arXiv:0911.5645
T. Guhr
Supersymmetry
invited contribution in:
The Oxford Handbook of Random Matrix Theory,
G. Akemann, J. Baik and P. Di Francesco (eds.),
Oxford University Press, Oxford, 2011
Chapter 7, pages 135 - 154 , preprint: arXiv:1005.0979
H. Kohler
Exact diagonalisation of 1-d interacting spinless Fermions
J. Math. Phys 52 032107 (2011), preprint: arXiv:0801.0132
2010
C. Recher, M. Kieburg and T. Guhr
Eigenvalue Densities of Real and Complex Wishart Correlation Matrices
Phys. Rev. Lett. 105, 244101 (2010), preprint: arXiv:1006.0812
B.A. Khoruzhenko, H.-J. Sommers and K. Zyczkowski
Truncations of random orthogonal matrices
Phys. Rev. E 82, 040106(R) (2010) , preprint: arXiv:1008.2075
M. Kieburg
On the Efetov-Wegner terms by diagonalizing a Hermitian supermatrix
preprint: arXiv:1011.0836
H. Kohler, T. Guhr and S. Åberg
Exact Coupling Coefficient Distribution in the Doorway Mechanism
New J. Phys. 12, 073026 (2010) , preprint: arXiv:1001.1420
V.Al. Osipov and E. Kanzieper
Correlations of RMT characteristic polynomials and integrability: Hermitean matrices
Annals of Physics 325, 2251 (2010) , preprint: arXiv:1003.0757
G. Akemann, M. Kieburg, and M.J. Phillips
Skew-orthogonal Laguerre polynomials for chiral real asymmetric random matrices
J. Phys. A 43, 375207 (2010) , preprint: arXiv:1005.2983
M.C. Münnix, R. Schäfer and T. Guhr
Impact of the tick-size on financial returns and correlations
Physica A 389, 4828 (2010) , preprint: arXiv:1001.5124
R. Schäfer and T. Guhr
Local normalization: Uncovering correlations in non-stationary financial time series
Physica A 389, 3856 (2010)
W. Bruzda, M. Smaczynski, V. Cappellini, H.-J. Sommers and K. Zyczkowski
Universality of spectra for interacting quantum chaotic systems
Phys. Rev. E 81, 066209 (2010) , preprint: arXiv:1003.2931
J. Hämmerling, B. Gutkin and T. Guhr
Collective versus Single-Particle Motion in Quantum Many-Body Systems from the Perspective of an Integrable Model
J. Phys. A 43, 265101 (2010) , preprint: arXiv:0911.2724
B. Gutkin, D. Waltner, M. Gutiérrez, J. Kuipers and K. Richter
Quantum Corrections to Fidelity Decay in Chaotic Systems
Phys. Rev. E 81, 036222 (2010) , preprint: arXiv:0911.0823
B. Gutkin
Entropic bounds on semiclassical measures for quantized one-dimensional maps
Commun. Math. Phys. 294, 303 (2010) , preprint: arXiv:0802.3400
H. Kohler, H.-J. Sommers and S. Åberg
Survival Probability of a Doorway State in regular and chaotic environments
J. Phys. A 43, 215102 (2010) , preprint: arXiv:0912.3174
M. Avlund, C. Ellegaard, M. Oxborrow, T. Guhr and N. Søndergaard
Observation of Periodic Orbits on Curved Two-Dimensional Geometries
Phys. Rev. Lett. 104, 164101 (2010) , preprint: arXiv:1004.4511
M. Kieburg and T. Guhr
A new approach to derive Pfaffian structures for random matrix ensembles
J. Phys. A 43 135204 (2010) , preprint: arXiv:0912.0658
G. Akemann, M.J. Phillips and H.-J. Sommers
The chiral Gaussian two-matrix ensemble of real asymmetric matrices
J. Phys. A 43 085211 (2010) , preprint: arXiv:0911.1276
M. Kieburg and T. Guhr
Derivation of determinantal structures for random matrix ensembles in a new way
J. Phys. A 43 075201 (2010) , preprint: arXiv:0912.0654
M.C. Münnix, R. Schäfer and T. Guhr
Compensating asynchrony effects in the calculation of financial correlations
Physica A 389, 767 (2010) , preprint: arXiv:0910.2909
R. Schäfer, N. F. Nilsson and T. Guhr
Power mapping with dynamical adjustment for improved portfolio optimization
Quantitative Finance 10, 107 - 119 (2010)
V.Al. Osipov, H.-J. Sommers and K. Zyczkowski
Random Bures mixed states and the distribution of their purity
J. Phys. A 43, 055302 (2010) , preprint: arXiv:0909.5094
2009
J. Grönqvist, N. Søndergaard, F. Boxberg, T. Guhr, S. Åberg and H.Q. Xu
Strain Fields in Core--shell Nanowires
J. Appl. Phys. 106, 053508 (2009)
N. Søndergaard, Y. He, C. Fan, R. Han, T. Guhr and H.Q. Xu
Strain Distribution in Lattice--mismatched Semiconductor Core--shell Nanowires
J. Vac. Sci. Technol. B 27, 827 (2009) , preprint: arXiv:1005.5524
H. Kohler, H.-J. Sommers, S. Åberg and T. Guhr
Exact Fidelity and Full Fidelity Statistics in Regular and Chaotic Surroundings
Phys. Rev. E 81, 050103(R) (2010) , preprint: arXiv:0912.3180
T. Guhr
Doorway Mechanism in Many-Body Systems and in Quantum Billiards
Acta Physica Polonica A 116, 741 - 748 (2009)
V.Al. Osipov and E. Kanzieper
Statistics of thermal to shot noise crossover in chaotic cavities
J. Phys. A 42, 475101 (2009) , preprint: arXiv:0902.3069
B.A. Khoruzhenko, D.V. Savin and H.-J. Sommers
Systematic approach to statistics of conductance and shot-noise in chaotic cavities
Phys. Rev. B 80, 125301 (2009) , preprint: arXiv:0906.0161
V. Cappellini, H.-J. Sommers, W. Bruzda and K. Zyczkowski
Random bistochastic matrices
J. Phys. A 42, 365209 (2009) , preprint: arXiv:0711.3345
M. Kieburg, H.-J. Sommers and T. Guhr
A comparison of the superbosonization formula and the generalized Hubbard-Stratonovich transformation
J. Phys. A 42, 275206 (2009) , preprint: arXiv:0905.3256
M. Kieburg, J. Grönqvist and T. Guhr
Arbitrary rotation invariant random matrix ensembles and supersymmetry: orthogonal and unitary-symplectic case
J. Phys. A 42, 275205 (2009) , preprint: arXiv:0905.3253
H.-J. Sommers and B. A. Khoruzhenko
Schur function averages for the real Ginibre ensemble
J. Phys. A 42, 222002 (2009) , preprint: arXiv:0903.5071
B. Gutkin
Note on converse quantum ergodicity
Proc. Amer. Math. Soc. 137, 2795-2800 (2009)
M. Kieburg, H. Kohler and T. Guhr
Integration of Grassmann variables over invariant functions on flat superspaces
J. Math. Phys. 50, 013528 (2009) , preprint: arXiv:0809.2674
W. Bruzda, V. Cappellini, H.-J. Sommers and K. Zyczkowski
Random Quantum Operations
Phys. Lett. A 373, 320-324 (2009) , preprint: arXiv:0804.2361
G. Akemann, M.J. Phillips and H.-J. Sommers
Characteristic polynomials in real Ginibre ensembles
J. Phys. A 42, 012001 (2009) , preprint: arXiv:0810.1458
2008
D. D. Bhaktavatsala Rao, H. Kohler and F. Sols
Quantum Frustration of dissipation by a spin bath
New J. Phys. 10 115017 (2008) , preprint: arXiv:0808.1377
T. Gorin, C. Pineda, H. Kohler and T.H. Seligman
A random matrix theory of decoherence
New J. Phys. 10 115016 (2008) , preprint: arXiv:0807.4913
V.Al. Osipov and E. Kanzieper
Integrable theory of quantum transport in chaotic cavities
Phys. Rev. Lett. 101, 176804 (2008) , preprint: arXiv:0806.2784
P. Littelmann, H.-J. Sommers and M.R. Zirnbauer
Superbosonization of invariant random matrix ensembles
Commun. Math. Phys. 283, 343 (2008) , preprint: arXiv:0707.2929
H.-J. Sommers and W. Wieczorek
General Eigenvalue Correlations for the Real Ginibre Ensemble
J. Phys. A 41, 405003 (2008) , preprint: arXiv:0806.2756
C. Lehner, T. Wettig, T. Guhr and Y. Wei
Character Expansion Method for Supergroups and Extended Superversions of the Leutwyler-Smilga and Berezin-Karpelevich Integrals
J. Math. Phys. 49, 063510 (2008) , preprint: arXiv:0801.1226
H. Kohler, I.E. Smolyarenko, C. Pineda, T. Guhr, F. Leyvraz and T.H. Seligman
Surprising Relations between Parametric Level Correlations and Fidelity Decay
Phys. Rev. Lett. 100, 190404 (2008) , preprint: arXiv:0712.3370
S. Åberg, T. Guhr, M. Miski-Oglu and A. Richter
Superscars in Billiards -- A Model for Doorway States in Quantum Spectra
Phys. Rev. Lett. 100, 204101 (2008) , preprint: arXiv:0805.2345
D.V. Savin, H.-J. Sommers and W. Wieczorek
Nonlinear statistics of quantum transport in chaotic cavities
Phys. Rev. B 77, 125332 (2008) , preprint: arXiv:0711.1764
N. Søndergaard and T. Guhr
Families of Spherical Caps: Spectra and Ray Limit
J. Phys. A 41, 075309 (2008) , preprint: arXiv:0802.0140
2007
R. Schäfer, M. Sjölin, A. Sundin, M. Wolanski and T. Guhr
Credit risk - A structural model with jumps and correlations
Physica A 383, 533 (2007) , preprint: arXiv:0707.3478
T. Guhr and S. Keppeler
Semiclassical Limits for the QCD Dirac Operator
Ann. Phys. (NY) 322, 287-314 (2007) , preprint: math-ph/0601065
N. Søndergaard, S. Ghatnekar-Nilsson, T. Guhr and L. Montelius
Understanding Mechanical Properties of Nanostructures Using Euler's Theory
Nanotechnology 18, 255502 (2007) , preprint: cond-mat/0603696
T. Guhr
Econophysics --- Financial Correlations as an Example
Proceedings of the 6th International Summer School and Conference
"Let's Face Chaos through Nonlinear Dynamics" in Maribor, Slowenien, 2005
Nonlinear Phenomena in Complex Systems 10, (2007) 127-135
H.-J. Sommers
Superbosonization
Acta Physica Polonica B 38, 4105-4110 (2007) , preprint: arXiv:0710.5375
H.-J. Sommers, W. Wieczorek and D.V. Savin
Statistics of conductance and shot-noise power for chaotic cavities
Acta Physica Polonica A 112, 691-697 (2007) , preprint: arXiv:0710.5370
H.-J. Sommers
Symplectic structure of the real Ginibre ensemble
J. Phys. A 40, F671-F676 (2007) , preprint: arXiv:0706.1671
V. Cappellini, H.-J. Sommers and K. Zyczkowski
Subnormalized states and trace-nonincreasing maps
J. Math. Phys. 48, 052110 (2007) , preprint: quant-ph/0701143
Y.V. Fyodorov, H.-J. Sommers and I. Williams
Density of stationary points in a high dimensional random energy landscape and the onset of glassy behavior
JETP Letters 85, 261-266 (2007) , preprint: cond-mat/0611585
Y.V. Fyodorov and H.-J. Sommers
Classical particle in a box with random potential: Exploiting rotational symmetry of replicated Hamiltonian
Nuclear Physics B 764, 128-167 (2007) , preprint: cond-mat/0610035