[AG Guhr] [Uni Duisburg-Essen]

2012

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
M.C. Münnix, T. Shimada, R. Schäfer, F. Leyvraz, T.H. Seligman, T. Guhr and H.E. Stanley
Identifying States of a Financial Market
preprint: arXiv:1202.1623

2011

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
B. Gutkin and V.Al. Osipov
Counting of Sieber-Richter pairs of periodic orbits
preprint: arXiv:1109.3329
M.C. Münnix, R. Schäfer and O. Grothe
Estimating correlation and covariance matrices by weighting of market similarity
Quantitative Finance, iFirst, 1 - 9 (2011) ,    preprint: arXiv:1006.5847
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
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
R. Schäfer and A.F.R. Koivusalo
Dependence of defaults and recoveries in structural credit risk models
preprint: arXiv:1102.3150
A.F.R. Koivusalo and R. Schäfer
Calibration of structural and reduced-form recovery models
preprint: arXiv:1102.4864
M.C. Münnix, R. Schäfer and T. Guhr
A Random Matrix Approach on Credit Risk
preprint: arXiv:1102.3900

2010

M.C. Münnix, R. Schäfer and T. Guhr
Statistical causes for the Epps effect in microstructure noise
preprint: arXiv:1009.6157
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
C. Recher, M. Kieburg and T. Guhr
Supersymmetry approach to Wishart correlation matrices: Exact results
submitted for publication,    preprint: arXiv:1012.1234
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
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, 2010
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, 2010
Chapter 7, pages 135 - 154 ,    preprint: arXiv:1005.0979
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
H. Kohler
Exact diagonalisation of 1-d interacting spinless Fermions
submitted for publication
arXiv:0801.0132

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