Non-Hermitean Wishart random matrices (I)

DOI10.1063/1.3483455zbMath1314.37058arXiv1006.3096OpenAlexW3101729916MaRDI QIDQ5253978

Navinder Singh, Eugene Kanzieper

Publication date: 5 June 2015

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1006.3096

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Strong interaction, including quantum chromodynamics (81V05) Random matrices (algebraic aspects) (15B52) Time series analysis of dynamical systems (37M10)

Related Items (5)

Generalized scale behavior and renormalization group for data analysis ⋮ A non-Hermitian generalisation of the Marchenko-Pastur distribution: from the circular law to multi-criticality ⋮ Almost-Hermitian random matrices and bandlimited point processes ⋮ Limit distributions of random matrices ⋮ Integrable aspects of universal quantum transport in chaotic cavities

Uses Software

• DLMF

Cites Work

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