Simulate synthetic eigenvalue repulsion
dyson_referenceGenerate a seeded synthetic real-symmetric Brownian-matrix path to illustrate eigenvalue repulsion (beta=1); use for reproducible numerical education, not market data analysis.
Instructions
Generate a seeded synthetic real-symmetric Brownian-matrix path to illustrate eigenvalue repulsion (beta=1). Use for reproducible numerical education or research references; choose spectral_assessment to analyze observed market panels. No market data is accepted or fetched. All arguments are optional: defaults are dimension=6, steps=40, dt=0.05 and seed=0. Returns status=synthetic, parameters, beta, normalization and path with steps+1 snapshots; each snapshot contains synthetic time and ordered eigenvalues, starting from all zeros. Negative eigenvalues are valid because this is not a covariance matrix. There is no mean reversion, market calibration or factor identity tracking. Reuse seed with the recorded runtime and implementation fingerprint for replay. Out-of-range or noninteger size/step/seed inputs return a tool error. Example: {"dimension":3,"steps":5,"dt":0.05,"seed":7}.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| dt | No | Synthetic time increment; default 0.05. This is not seconds or a market horizon. Off-diagonal increment variance is dt/N; diagonal variance is 2*dt/N. | |
| seed | No | Integer random seed for deterministic replay in a recorded Python runtime; default 0. Record the implementation fingerprint and runtime with results. | |
| steps | No | Number of Brownian increments; default 40. The returned path contains steps + 1 snapshots, including the initial zero matrix. | |
| dimension | No | Size N of the synthetic real-symmetric N-by-N matrix and number of eigenvalues per step; default 6. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| beta | No | Real-symmetric reference beta. | |
| path | No | Initial zero spectrum followed by every simulated step. | |
| error | No | Validation or computation failure message; inspect MCP isError or the HTTP status. | |
| limits | No | Ordered statements or identifiers. | |
| schema | No | Result contract identifier. | |
| status | No | Synthetic output. | |
| maturity | No | Research maturity. | |
| validity | No | Synthetic reference only. | |
| guarantee | No | No statistical or market-performance guarantee is made. | |
| parameters | No | Fully applied parameters. | |
| normalization | No | Increment variance convention. | |
| mean_reversion | No | Unconfined Brownian reference. | |
| request_sha256 | No | SHA-256 of the canonicalized submitted request or applied policy. | |
| initial_condition | No | Initial matrix. | |
| market_calibrated | No | Not calibrated to markets. | |
| execution_authority | No | No trading authority. | |
| is_covariance_model | No | Negative eigenvalues are possible; not a covariance model. |