title: Localized short-range correlations in the spectrum of the equal-time correlation matrix.
abstract: We suggest a procedure to identify those parts of the spectrum of the equal-time correlation matrix C where relevant information about correlations of a multivariate time series is induced. Using an ensemble average over each of the distances between eigenvalues, all nearest-neighbor distributions can be calculated individually. We present numerical examples, where (a) information about cross correlations is found in the so-called "bulk" of eigenvalues (which generally is thought to contain only random correlations) and where (b) the information extracted from the lower edge of the spectrum of C is statistically more significant than that extracted from the upper edge. We apply the analysis to electroencephalographic recordings with epileptic events.
authors.affiliation: Facultad de Ciencias, Universidad Autónoma del Estado de Morelos, 62209 Cuernavaca, Morelos, México. muellerm@buzon.uaem.mx
authors.forename: Markus
authors.initials: M
authors.lastname: Müller
authors.forename: Yurytzy López
authors.initials: YL
authors.lastname: Jiménez
authors.forename: Christian
authors.initials: C
authors.lastname: Rummel
authors.forename: Gerold
authors.initials: G
authors.lastname: Baier
authors.forename: Andreas
authors.initials: A
authors.lastname: Galka
authors.forename: Ulrich
authors.initials: U
authors.lastname: Stephani
authors.forename: Hiltrud
authors.initials: H
authors.lastname: Muhle