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Thomas Guhr

Researcher at University of Duisburg-Essen

Publications -  271
Citations -  8437

Thomas Guhr is an academic researcher from University of Duisburg-Essen. The author has contributed to research in topics: Random matrix & Eigenvalues and eigenvectors. The author has an hindex of 34, co-authored 255 publications receiving 7679 citations. Previous affiliations of Thomas Guhr include Niels Bohr Institute & Lund University.

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Random-matrix theories in quantum physics : common concepts

TL;DR: A review of the development of random-matrix theory (RMT) during the last fifteen years is given in this paper, with a brief historical survey of the developments of RMT and of localization theory since their inception.
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Random Matrix Theories in Quantum Physics: Common Concepts

TL;DR: It is suggested that the current development of random-matrix theory signals the emergence of a new “statistical mechanics”: Stochasticity and general symmetry requirements lead to universal laws not based on dynamical principles.
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Random matrix approach to cross correlations in financial data.

TL;DR: A analysis of cross correlations between price fluctuations of different stocks using methods of random matrix theory finds that the largest eigenvalue corresponds to an influence common to all stocks, and discusses applications to the construction of portfolios of stocks that have a stable ratio of risk to return.
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Identifying States of a Financial Market

TL;DR: In this paper, the authors analyze financial data from the S&P 500 stocks in the 19-year period 1992-2010 and propose a definition of state for a financial market and use it to identify points of drastic change in the correlation structure.
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Spectral Statistics of Acoustic Resonances in Aluminum Blocks.

TL;DR: The transition from Poisson to Gaussian orthogonal ensemble statistics is studied by measuring aluminum blocks manufactured in the shape of three-dimensional Sinai billiards.