Physics – Data Analysis – Statistics and Probability
Scientific paper
2001-05-02
Phys. Rev. E 64, 016102 (2001)
Physics
Data Analysis, Statistics and Probability
8 pages, 9 figs, revtex; To appear in Phys. Rev. E
Scientific paper
10.1103/PhysRevE.64.016102
For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show that the random matrix approach can be beneficially applied to a completely different classical domain, namely, to the empirical correlation matrices obtained from the analysis of the basic atmospheric parameters that characterise the state of atmosphere. We show that the spectrum of atmospheric correlation matrices satisfy the random matrix prescription. In particular, the eigenmodes of the atmospheric empirical correlation matrices that have physical significance are marked by deviations from the eigenvector distribution.
Patra Prabir K.
Santhanam M. S.
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