Quantum spectrum as a time series: fluctuation measures

Phys Rev E Stat Nonlin Soft Matter Phys. 2006 Jan;73(1 Pt 2):015201. doi: 10.1103/PhysRevE.73.015201. Epub 2006 Jan 6.

Abstract

The fluctuations in the quantum spectrum could be treated like a time series. In this framework, we explore the statistical self-similarity in the quantum spectrum using the detrended fluctuation analysis (DFA) and random matrix theory (RMT). We calculate the Hausdorff measure for the spectra of atoms and Gaussian ensembles and study their self-affine properties. We show that DFA is equivalent to the Delta3 statistics of RMT, unifying two different approaches. We exploit this connection to obtain theoretical estimates for the Hausdorff measure.