We investigate the statistical properties of the cross-correlation matrix between individual stocks traded in the Korean stock market using the random matrix theory (RMT) and observe how these affect the portfolio weights in the Markowitz portfolio theory. We find that the distribution of the cross-correlation matrix is positively skewed and changes over time. We find that the eigenvalue distri...

This paper is devoted to the generation and evaluation of the Chaos-based M-ary spreading sequences on communications systems. Sequences obtained by repeating a truncated and multi-ary quantized chaotic series are compared with classical m-sequences by means of the autocorrelation and cross-correlation properties and power-spectral features. Anti-noise performance of binary sequences and chaoti...

The accurate determination of the speed of a propagating disturbance is important for a number of applications. A nonstationary cross-spectral density phase technique was developed to provide a statistical estimation for the propagation time, and was applied to a shock and a detonation wave. The results show that by including an envelope signal, the technique is an improvement over the traditio...

We introduce an information theoretic measure of statistical structure, called ‘binding information’, for sets of random variables, and compare it with several previously proposed measures including excess entropy, Bialek et al.’s predictive information, and the multi-information. We derive some of the properties of the binding information, particularly in relation to the multi-information, and...

We show that a simple one-parameter scaling of the dynamical correlation energy estimated by the density functional theory (DFT) correlation functionals helps increase the overall accuracy for several local and nonlocal functionals. The approach taken here has been described as the "scaled dynamical correlation" (SDC) method [Ramachandran, J. Phys. Chem. A 2006, 110, 396], and its justification...

The exact time-dependent correlation energy in time-dependent density-functional theory is shown to sometimes become positive, which is impossible with most present TDDFT approximations. Both the correlation potential and energy can be strongly nonlocal in time. A new inequality is derived for the time-dependent exchange-correlation energy. The correlation energy appears to scale to a constant ...

Since the dawn of nuclear physics (d,p) reactions have been the main tool to extract spectroscopic factors (SFs) (we call them phenomenological SFs), which were compared with predictions of the independent-particle shell model (ISPM). Later on electron-induced breakup reactions and nucleon knockout reactions became new tool to determine the SFs. Reduction of the phenomenological SFs deduced fro...

We calculate threeand four-point functions in super Liouville theory coupled to super Coulomb gas on world sheets with spherical topology. We first integrate over the zero mode and assume that a parameter takes an integer value. After calculating the amplitudes, we formally continue the parameter to an arbitrary real number. Remarkably the result is completely parallel to the bosonic case, the ...