on the connection between irregular trajectories and the distribution of quantum level spacings for a model system the distribution of spacings between adjacent levels in specified intervals of the energy spectrum is compared with a semiclassical distribution this distribution berry and robnik 1984 depends on the size of the phase space volume filled with irregular trajectories good agreement is found between quantal and semiclassical spacing distributions in particular the transition from regularity to irregularity observed in the quantum calculation haller et al 1984 is well reproduced by the semiclassical results

empirical likelihood and general estimating equations for some time so called empirical likelihoods have been used heuristically for purposes of nonparametric estimation owen showed that empirical likelihood ratio statistics for various parameters theta f of an unknown distribution f have limiting chi square distributions and may be used to obtain tests or confidence intervals in a way that is completely analogous to that used with parametric likelihoods our objective in this paper is twofold first to link estimating functions or equations and empirical likelihood second to develop methods of combining information about parameters we do this by assuming that information about f and theta is available in the form of unbiased estimating functions empirical likelihoods for parameters are developed and shown to have properties similar to those for parametric likelihood efficiency results for estimates of both theta and f are obtained the methods are illustrated on several problems and areas for future investigation are noted

semiclassical level spacings when regular and chaotic orbits coexist the authors calculate semiclassical limiting level spacing distributions p s for systems whose classical energy surface is divided into a number of separate region in which motion is regular or chaotic in the calculation it is assumed that the spectrum is the superposition of statistically independent sequences of levels from each of the classical phase space regions sequences from regular regions having poisson distributions and those from irregular regions having wigner distributions the formulae for p s depend on the sum of the liouville measures of all the classical regular regions and on the separate liouville measures of the significant chaotic regions

new approach to the statistical properties of energy levels the joint distribution of energy eigenvalues of a hamiltonian is derived by means of the usual statistical laws of classical many body systems it makes a transition from the poisson type to the gaussian type depending on the value of a single parameter characteristic of the hamiltonian

dyson s coulomb gas on a circle and intermediate eigenvalue statistics dyson s two dimensional coulomb gas on the unit circle with inverse temperature beta is investigated with the help of a metropolis algorithm theoretical predictions for energy and specific heat are verified the connection with the theory of ensembles of random unitary matrices with orthogonal unitary or symplectic symmetry corresponding to beta 1 2 4 is investigated in detail new approximation formulae for the spacing distribution and the so called delta statistics are proposed and found to be useful not only in the three cases mentioned but also for all beta between 0 and 4

nearest neighbour spacing distribution of energy levels in the region between integrability and chaos we derive an expression for the level spacing distribution for a quantal system displaying both regular and chaotic classical motion assuming that the level repulsion function for the mixed system is obtained by averaging the corresponding functions for the regular and chaotic regimes with weights given by their fractional phase space volumes the liouville measures of the regular region obtained from comparing this expression with the level spacing distributions of a hydrogen atom in a uniform magnetic field agree with the corresponding values obtained in the classical mechanical analysis of this system

estimation with overidentifying inequality moment conditions this paper derives limit distributions of empirical likelihood estimators for models in which inequality moment conditions provide overidentifying information we show that the use of this information leads to a reduction of the asymptotic mean squared estimation error and propose asymptotically uniformly valid tests and confidence sets for the parameters of interest while inequality moment conditions arise in many important economic models we use a dynamic macroeconomic model as a data generating process and illustrate our methods with instrumental variable estimators of monetary policy rules the results obtained in this paper extend to conventional gmm estimators

a note on the level spacings distribution of the hamiltonians in the transition region between integrability and chaos it is well known that there is no strict universality of the spectral fluctuations of quantum hamiltonians whose classical counterparts undergo the transition from integrability to complete chaos the author discusses the level spacings distribution p s and explains why the semiclassical formulae of berry and robnik cannot be correct for small s there is no global universality of p s for nearly integrable systems but the approach to the integrability as the perturbation parameter in goes to zero can be universal this is reflected in the fact that the slope of dp ds at s 0 for small in is universally inversely proportional to in the author gives two models in terms of two dimensional random matrices one of them being based on maximum entropy considerations the author also points out the connection to the statistics of zeros of random functions and discusses the numerical evidence

statistics of energy levels without time reversal symmetry aharonov bohm chaotic billiards a planar domain d contains a single line of magnetic flux phi switching on phi breaks time reversal symmetry t for quantal particles with charge q moving in d whilst preserving the geometry of classical billiard trajectories bouncing off the boundary delta d if delta d is such that these classical trajectories are chaotic the authors predict that t breaking will cause the local statistics of quantal energy levels to change their universality class from that of the gaussian orthogonal ensemble goe of random matrix theory to that of the gaussian unitary ensemble gue in the semiclassical limit this transition is abrupt for statistics involving the first n levels gue behaviour requires that the quantum flux alpha identical to q phi h 0 13n 14 the special flux alpha 1 2 corresponds to false t breaking and for this case goe statistics are predicted these predictions are confirmed by numerical computation of spectral statistics for a classically chaotic billiard without symmetry for which delta d is a cubic conformal image of the unit disc

random matrix theory models of electric grid topology abstract the random matrix theory is useful in the study of large systems such as electric grids these transmission systems can be modeled as complex networks with high voltage lines the edges that connect nodes representing power plants and substations we draw upon established literature of complex systems theory and introduce methods from nuclear and statistical physics to identify new characteristics of these networks we show that most grids can be characterized by the gaussian orthogonal ensemble an indicator of chaos in many complex systems under certain circumstances however grids may be described by poisson statistics an indicator of regularity we use the random matrix formalism to describe the interconnection of multiple grids and construct a simple model of a distributed grid

energy level statistics in the transition region between integrability and chaos a generic one parameter family of billiards discovered and introduced by robnik 1983 is used to study the spectral properties of corresponding quantum systems when the parameter is varied a smooth transition from an integrable system over a typical kam system to an almost ergodic system can be observed the authors calculate up to 7600 lowest reliable energy levels a detailed analysis of the numerical data shows significant deviation from the semiclassical berry robnik formulae for the nearest neighbour level spacing distribution p s except for large level spacings s 1 which can only be explained by a very slow convergence towards the semiclassical regime where these formulae are predicted to be correct at small s the power law level repulsion is clearly observed and a fit by the phenomenological formula by izrailev 1988 1989 is statistically significant

spectral fluctuation properties of hamiltonian systems the transition region between order and chaos the authors study numerically the classical dynamical behaviour and the spectral fluctuation properties of a class of hamiltonian systems with two degrees of freedom the quantum mechanical properties of these systems are monotonic but non universal functions of the fraction of classical phase space filled by chaotic trajectories it is found that the observed spectral fluctuation measures can be reproduced by a random matrix model which depends on one parameter only

quantising a generic family of billiards with analytic boundaries a generic family of plane billiards has been discovered recently the shape of the boundary is given by the quadratic conformal image of the unit circle and is thus real analytic for small deformations of the unit disc the billiard is a typical kam system but becomes ergodic or even mixing when the curvature of the boundary vanishes at some point the kolmogorov entropy has been calculated and it increases with the deformation of the boundary the author studies aspects of the quantum chaos for this billiard he solves numerically the eigenvalue problem for the laplace operator with dirichlet s boundary condition he examines the spectrum and inspects the avoided crossings at which mixing of nearby states occurs the variation of the nodal structure and of the localisation properties of the eigenfunctions is studied in analysing the level spacing distribution he finds a continuous transition from the poisson distribution towards the wigner distribution the exponent in the level repulsion law varies continuously along with a generic perturbation for small perturbations it seems to be proportional to the square root of the perturbation parameter

level repulsion near integrability a random matrix analogy using the analogy between the statistics of the levels of quantum hamiltonians and the eigenvalues of random matrices the authors use an appropriate choice of the latter in order to study the transition region near integrability they show that the nearest neighbour spacing distribution is linear for small spacings while the inverse of its slope is proportional to the amplitude of the integrability destroying perturbation

an information theoretic alternative to generalized method of moments estimation while optimally weighted gmm estimation has desirable large sample properties its small sample performance is poor in some applications we propose a computationally simple alternative for weakly dependent data generating mechanisms based on minimization of the kullback leibler information criterion conditions are derived under which the large sample properties of this estimator are similar to gmm i e the estimator will be consistent and asymptotically normal with the same asymptotic covariance matrix as gmm in addition we propose overidentifying and parametric restrictions tests as alternatives to analogous gmm procedures

quantum surface of section method demonstration of semiclassical berry robnik energy level spacing distribution in a generic two dimensional hamiltonian system the recently developed quantum surface of section method is applied to a search for extremely high lying energy levels in a simple but generic hamiltonian system between integrability and chaos namely the semiseparable two dimensional oscillator using the stretch of 13445 consecutive levels with the sequential number around 1 8 107 eighteen million we have clearly demonstrated the validity of the semiclassical berry robnik level spacing distribution while at 1000 times smaller sequential quantum numbers we find the very persistent quasi universal phenomenon of power law level repulsion which is globally very well described by the phenomenological brody distribution this is the first statistically significant numerical confirmation of the berry robnik surmise in an autonomous two dimensional hamiltonian system

logarithmic terms in the spectral statistics of band random matrices the authors present a detailed analysis of the nearest neighbour spacing distribution nnsd for random matrices on which the non zero elements are confined to a band around the diagonal the vanishing of the remaining elements induces non analytic logarithmic behaviour for the nnsd at very small spacings a conjective for the precise behaviour of these logarithmic terms is presented and supported by extensive numerical computations

wald criteria for jointly testing equality and inequality restrictions on montre comment le test de wald s applique a des ensembles de restrictions d egalite et d inegalite et on presente la distribution pour de grands echantillons du test sous l hypothese nulle

the local nature of hypothesis tests involving inequality constraints in nonlinear models this paper derives several properties unique to nonlinear model hypothesis testing problems involving linear or nonlinear inequality constraints in the null or alternative hypothesis the paper is organized around a lemma which characterizes the set containing the least favorable parameter value for a nonlinear model inequality constraints hypothesis test we then present two examples which illustrate several implications of this lemma we also discuss the impact of these properties on the empirical implementation and interpretation of these test procedures

walks trials and polymers with loops lattice models interpolating between free and self avoiding random walks are investigated generating functions are constructed for k tolerant walks various trail problems etc for trail problems the effective field theory describing the global behaviour is analysed in the vicinity of the upper critical dimension dc 4 their asymptotic large scale behaviours are the same as those of the self avoiding walk arguments are presented to support the same conclusion for much more general classes of walks including k tolerant walks one of the models exhibits a new tricritical point of order epsilon 1 2 if the fugacity for crossing is increased

level spacing for band random matrices the authors examine the spacing distribution of the eigenvalues of tridiagonal real symmetric random matrices the elements of which are distributed according to a gaussian law they show explicitly that for 4 4 matrices the distribution at small spacings behaves as s log2 s they surmise that for n n matrices the behaviour is s logn 2s and they present numerical results which support this conjecture

energy level statistics and localization in sparsed banded random matrix ensemble the matrix elements of the quantum hamiltonian which corresponds to the classical kam system h h0 epsilon v where h0 is integrable in an energy ordered eigenbasis of h0 are considered their statistical properties are comprised in the definition of the sparsed banded random matrix ensemble sbrme in analysing the spectral statistics of this ensemble the authors find the power law level repulsion and the level spacing distribution which is well described by the brody distribution the numerical study of sbrme shows two interesting scaling laws i the connection between the scaling variable x alpha b3 2 alpha mean diagonal increment b bandwidth and the level repulsion parameter beta as deduced from the brody distribution and ii the connection between the same scaling variable x and an expression which contains two types of localization length entropy and geometric the universal aspects and the importance of sbrme for the hamiltonian systems in the transition region between integrability and chaos are discussed

comment on energy level statistics in the mixed regime we comment on the recent paper by abul magd 1996 29 1 concerning the energy level statistics in the mixed regime i e such having the mixed classical dynamics where regular and chaotic regions coexist in the phase space we point out that his basic assumption on the additive property of the level repulsion function r s conditional probability density in the sense of dividing it linearly into the regular and chaotic part in proportion to the classical fractional phase space volumes and is not justified since among other things it relies on the type of berry s ergodic assumption which however is only correct in a homogeneous ensemble of ergodic systems not in the neighbourhood of an integrable system thus his resulting distribution cannot be regarded as a theoretically well founded object we point out that the semiclassical limiting energy level spacing distribution must be of berry robnik 1984 type and explain what transitional behaviour of the brody type with fractional power law energy level repulsion we observe in the near semiclassical regime where effective is not yet small enough thus we refer to the derivation arguments and conclusions in our previous paper prosen and robnik 1994 26 8059 and explain again the behaviour in this double transition region

positive heteroclinics and traveling waves for scalar population models with a single delay the existence of positive heteroclinic solutions is proven for a class of scalar population models with one discrete delay traveling wave solutions for scalar delayed reaction diusion equations are also obtained as perturbations of heteroclinic solutions of the associated equation without diusion as an illustration the results are applied to the nicholson s blowflies equation with diusion n t t x d 2n x2 t x n t x pn t x e an t x in the case of p e for which the nonlinearity is non monotone

intermediate statistics of the quasi energy spectrum and quantum localisation of classical chaos the statistical properties of the quasi energy spectrum in a simple quantum model are investigated for the case when the corresponding classical system is fully chaotic while quantum chaos is restricted by the localisation effects it is shown that the level spacing distribution depends effectively on some parameter which is the ratio of the dimension of the eigenfunctions mean localisation length to the total number of the quasi energy levels numerical data for a wide range of parameters of the system are given