| Publication | Date of Publication | Type |
|---|
| Random matrices and the free energy of Ising-like models with disorder | 2024-12-05 | Paper |
| Sensitivity of principal components to system changes in the presence of non-stationarity | 2024-09-26 | Paper |
| Transitions between quasi-stationary states in traffic systems: cologne orbital motorways as an example | 2024-09-18 | Paper |
| Congestions and spectral transitions in time-lagged correlations of motorway traffic | 2024-08-26 | Paper |
| Random Matrices and the Free Energy of Ising-Like Models with Disorder | 2023-12-20 | Paper |
| Winding number statistics for chiral random matrices: Averaging ratios of parametric determinants in the orthogonal case | 2023-12-11 | Paper |
| Local correlations in partially dual-unitary lattice models | 2023-12-06 | Paper |
| Winding number statistics for chiral random matrices: Averaging ratios of determinants with parametric dependence | 2023-04-11 | Paper |
| A mapping between the spin and fermion algebra | 2023-02-13 | Paper |
| Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model | 2023-02-03 | Paper |
| Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations | 2023-02-03 | Paper |
| Statistical Topology -- Distribution and Density Correlations of Winding Numbers in Chiral Systems | 2023-01-16 | Paper |
| Identifying subdominant collective effects in a large motorway network | 2022-12-13 | Paper |
| Winding number statistics of a parametric chiral unitary random matrix ensemble* | 2022-11-16 | Paper |
| Erratum: Collective behavior in the North Rhine-Westphalia motorway network (2021 J. Stat. Mech. 123401) | 2022-10-20 | Paper |
| New collectivity measures for financial covariances and correlations | 2022-09-06 | Paper |
| Winding Number Statistics for Chiral Random Matrices: Averaging Ratios of Determinants with Parametric Dependence | 2022-07-18 | Paper |
| A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures | 2022-05-23 | Paper |
| Two price regimes in limit order books: liquidity cushion and fragmented distant field | 2022-02-16 | Paper |
| Collective behavior in the North Rhine-Westphalia motorway network | 2022-01-03 | Paper |
| Generic features in the spectral decomposition of correlation matrices | 2021-09-06 | Paper |
| Uncovering the dynamics of correlation structures relative to the collective market motion | 2021-04-01 | Paper |
| Quasi-stationary states in temporal correlations for traffic systems: Cologne orbital motorway as an example | 2021-04-01 | Paper |
| Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis | 2021-03-02 | Paper |
| Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations | 2020-11-15 | Paper |
| Matrix Moments in a Real, Doubly Correlated Algebraic Generalization of the Wishart Model | 2020-11-15 | Paper |
| Coupling coefficient distribution in the doorway mechanism | 2020-11-07 | Paper |
| Stability and hierarchy of quasi-stationary states: financial markets as an example | 2020-08-11 | Paper |
| Constructing analytically tractable ensembles of stochastic covariances with an application to financial data | 2020-08-11 | Paper |
| Exact local correlations in kicked chains at light cone edges | 2020-04-17 | Paper |
| Local correlations in dual-unitary kicked chains | 2020-01-05 | Paper |
| Equilibrium pricing in an order book environment: case study for a spin model | 2018-11-13 | Paper |
| Spreading in integrable and non-integrable many-body systems | 2018-11-13 | Paper |
| Multivariate analysis of short time series in terms of ensembles of correlation matrices | 2018-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5361349 | 2017-09-27 | Paper |
| Non-stationarity in Financial Markets: Dynamics of Market States Versus Generic Features | 2017-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5359805 | 2017-09-27 | Paper |
| Asymptotic coincidence of the statistics for degenerate and non-degenerate correlated real Wishart ensembles | 2017-07-06 | Paper |
| Trace formula for interacting spins | 2017-03-23 | Paper |
| Particle-time duality in the kicked Ising spin chain | 2016-10-18 | Paper |
| Exact spectral densities of complex noise-plus-structure random matrices | 2016-05-04 | Paper |
| QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES | 2016-01-08 | Paper |
| Eigenvalue density of the doubly correlated Wishart model: exact results | 2015-05-19 | Paper |
| PORTFOLIO RETURN DISTRIBUTIONS: SAMPLE STATISTICS WITH STOCHASTIC CORRELATIONS | 2015-05-11 | Paper |
| Spectral statistics in directed complex networks and universality of the Ginibre ensemble | 2015-01-29 | Paper |
| Limiting Statistics of the Largest and Smallest Eigenvalues in the Correlated Wishart Model | 2014-10-17 | Paper |
| The supersymmetry method for chiral random matrix theory with arbitrary rotation-invariant weights | 2014-08-08 | Paper |
| Distribution of the smallest eigenvalue in complex and real correlated Wishart ensembles | 2014-03-28 | Paper |
| Distribution of the Smallest Eigenvalue in the Correlated Wishart Model | 2013-06-20 | Paper |
| Distribution of Scattering Matrix Elements in Quantum Chaotic Scattering | 2013-04-18 | Paper |
| Supersymmetry approach to Wishart correlation matrices: exact results | 2012-11-29 | Paper |
| STATISTICAL CAUSES FOR THE EPPS EFFECT IN MICROSTRUCTURE NOISE | 2012-03-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3105247 | 2012-01-05 | Paper |
| Collective versus single-particle motion in quantum many-body systems from the perspective of an integrable model | 2010-07-19 | Paper |
| On the Eigenvalue Density of Real and Complex Wishart Correlation Matrices | 2010-06-04 | Paper |
| A new approach to derive Pfaffian structures for random matrix ensembles | 2010-04-21 | Paper |
| Derivation of determinantal structures for random matrix ensembles in a new way | 2010-03-22 | Paper |
| Power mapping with dynamical adjustment for improved portfolio optimization | 2010-03-11 | Paper |
| Integration of Grassmann variables over invariant functions on flat superspaces | 2009-12-07 | Paper |
| Arbitrary rotation invariant random matrix ensembles and supersymmetry: orthogonal and unitary-symplectic case | 2009-08-04 | Paper |
| A comparison of the superbosonization formula and the generalized Hubbard–Stratonovich transformation | 2009-08-04 | Paper |
| Character expansion method for supergroups and extended superversions of the Leutwyler–Smilga and Berezin–Karpelevich integrals | 2009-01-23 | Paper |
| Families of spherical caps: spectra and ray limit | 2008-03-28 | Paper |
| Semiclassical limits for the QCD Dirac operator | 2007-02-12 | Paper |
| Norm-dependent random matrix ensembles in external field and supersymmetry | 2007-02-05 | Paper |
| Arbitrary unitarily invariant random matrix ensembles and supersymmetry | 2007-02-02 | Paper |
| Supersymmetric extensions of Calogero–Moser–Sutherland-like models: construction and some solutions | 2005-12-16 | Paper |
| Derivation of the supersymmetric Harish-Chandra integral for UOSp(k1/2k2) | 2004-12-15 | Paper |
| Recursive construction for a class of radial functions. II. Superspace | 2004-12-14 | Paper |
| Recursive construction for a class of radial functions. I. Ordinary space | 2004-12-14 | Paper |
| Angular Gelfand–Tzetlin coordinates for the supergroup UOSp(k1/2k2) | 2004-12-14 | Paper |
| Supersymmetry and Models for Two Kinds of Interacting Particles | 2004-08-21 | Paper |
| Thek-point random matrix kernels obtained from one-point supermatrix models | 2004-06-09 | Paper |
| A supersymmetry approach to billiards with randomly distributed scatterers: II. Correlations | 2004-06-09 | Paper |
| A new method to estimate the noise in financial correlation matrices | 2004-01-19 | Paper |
| Supersymmetry and supergroups in stochastic quantum physics | 2001-04-25 | Paper |
| Nonlinear \(\sigma\)-model for gauge field disorder | 2000-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4513153 | 2000-11-07 | Paper |
| Spectral correlations of the massive QCD Dirac operator at finite temperature | 2000-07-12 | Paper |
| Quantization of hyperbolic \(N\)-sphere scattering systems in three dimensions. | 2000-05-11 | Paper |
| Transitions toward quantum chaos: with supersymmetry from Poisson to Gauss | 1998-10-19 | Paper |
| Spectral correlations in the crossover between GUE and Poisson regularity: On the identification of scales | 1998-03-04 | Paper |
| An Itzykson–Zuber-like integral and diffusion for complex ordinary and supermatrices | 1998-01-04 | Paper |
| Between Poisson and GUE statistics: role of the Breit-Wigner width | 1998-01-01 | Paper |
| Universal spectral correlations of the Dirac operator at finite temperature | 1997-10-29 | Paper |
| Gelfand-Tsetlin coordinates for the unitary supergroup | 1996-07-18 | Paper |
| On the graded group U(1/1) | 1993-09-08 | Paper |
| Fourier–Bessel analysis for ordinary and graded 2×2 Hermitian matrices | 1993-09-08 | Paper |
| Spin-orbit coupling in semiclassical approximation | 1993-06-29 | Paper |
| Dyson’s correlation functions and graded symmetry | 1991-01-01 | Paper |
| Supersymmetry in Random Matrix Theory | N/A | Paper |
| Random Matrix Theories in Quantum Physics: Common Concepts | N/A | Paper |
