A Single Statistic for Monitoring the Covariance Matrix of Bivariate Processes

In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v(t)), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance.

Spectral fluctuation and 1/f(alpha) noise in the energy level statistics of interacting trapped bosons

It has been recently shown numerically that the transition from integrability to chaos in quantum systems and the corresponding spectral fluctuations are characterized by 1/f(alpha) noise with 1 <= alpha <= 2. The system of interacting trapped bosons is inhomogeneous and complex. The presence of an external harmonic trap makes it more interesting as, in the atomic trap, the bosons occupy partly degenerate single-particle states. Earlier theoretical and experimental results show that at zero temperature the low-lying levels are of a collective nature and high-lying excitations are of a single-particle nature. We observe that for few bosons, the P(s) distribution shows the Shnirelman peak, which exhibits a large number of quasidegenerate states. For a large number of bosons the low-lying levels are strongly affected by the interatomic interaction, and the corresponding level fluctuation shows a transition to a Wigner distribution with an increase in particle number. It does not follow Gaussian orthogonal ensemble random matrix predictions. For high-lying levels we observe the uncorrelated Poisson distribution. Thus it may be a very realistic system to prove that 1/f(alpha) noise is ubiquitous in nature.

Energy-level statistics of interacting trapped bosons

It is a well-established fact that statistical properties of energy-level spectra are the most efficient tool to characterize nonintegrable quantum systems. The statistical behavior of different systems such as complex atoms, atomic nuclei, two-dimensional Hamiltonians, quantum billiards, and noninteracting many bosons has been studied. The study of statistical properties and spectral fluctuations in interacting many-boson systems has developed interest in this direction. We are especially interested in weakly interacting trapped bosons in the context of Bose-Einstein condensation (BEC) as the energy spectrum shows a transition from a collective nature to a single-particle nature with an increase in the number of levels. However this has received less attention as it is believed that the system may exhibit Poisson-like fluctuations due to the existence of an external harmonic trap. Here we compute numerically the energy levels of the zero-temperature many-boson systems which are weakly interacting through the van der Waals potential and are confined in the three-dimensional harmonic potential. We study the nearest-neighbor spacing distribution and the spectral rigidity by unfolding the spectrum. It is found that an increase in the number of energy levels for repulsive BEC induces a transition from a Wigner-like form displaying level repulsion to the Poisson distribution for P(s). It does not follow the Gaussian orthogonal ensemble prediction. For repulsive interaction, the lower levels are correlated and manifest level-repulsion. For intermediate levels P(s) shows mixed statistics, which clearly signifies the existence of two energy scales: external trap and interatomic interaction, whereas for very high levels the trapping potential dominates, generating a Poisson distribution. Comparison with mean-field results for lower levels are also presented. For attractive BEC near the critical point we observe the Shnirelman-like peak near s = 0, which signifies the presence of a large number of quasidegenerate states.