Blogs differ from other media in that authors are usually not remunerated and inscribe themselves in communities of similarly minded individuals. Bloggers value reciprocal attention, interaction with other bloggers and information from reading other blogs; they value being read but also writing...

Bloggers devote significant time not only producing content for others to read, watch or listen to, but also paying attention to and engaging in interactions with other bloggers. We hope to throw light not only on the factors that gain bloggers significant readership and lively interactions with...

Multicanonical MCMC (Multicanonical Markov Chain Monte Carlo; Multicanonical Monte Carlo) is discussed as a method of rare event sampling. Starting from a review of the generic framework of importance sampling, multicanonical MCMC is introduced, followed by applications in random matrices,...

We report the results of a study of the spectral properties of the correlation matrix of price fluctuations in the stock prices in an emerging market (Istanbul Stock Exchange Market) by using random matrix theory. Although properties such as the distributions of correlation matrix elements,...

We introduce and solve exactly a family of invariant 2×2 random matrices, depending on one parameter η, and we show that rotational invariance and real Dyson index β are not incompatible properties. The probability density for the entries contains a weight function and a multiple...

In this paper, we study large Euclidean random matrices Mn=(fn(‖xi−xj‖2))n×n where xi’s are i.i.d. points lp-norm uniformly distributed over the N dimensional lp ellipsoid or its surface, fn is a real function on [0,∞) and ‖⋅‖ is the Euclidean distance. Under the assumption that...

This paper analyzes the spectral properties of Tyler’s M-estimator for scatter Tn,d. It is shown that if a multivariate sample stems from a generalized spherically distributed population and the sample size n and the dimension d both go to infinity while d/n→0, then the empirical spectral...