Free random Lévy variables and financial probabilities (Q5947878)
From MaRDI portal
scientific article; zbMATH DE number 1666244
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Free random Lévy variables and financial probabilities |
scientific article; zbMATH DE number 1666244 |
Statements
Free random Lévy variables and financial probabilities (English)
0 references
23 October 2001
0 references
large random matrices
0 references
spectral Levy disorder
0 references
financial covariance matrix
0 references
0 references
