Spectral densities of Wishart-Lévy free stable random matrices: Analytical results and Monte Carlo validation

European Physical Journal B

Volumn 73, Issue 1, 2010, Pages 13-22

  Politi, M ^a,b   Scalas, E ^c   Fulger, D ^b,c,d   Germano, G ^b  

^a UNIVERSITY OF MILAN   (Italy)

^b PHILIPPS UNIVERSITY MARBURG   (Germany)

^c UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^d ISI FOUNDATION   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ANALYTICAL EXPRESSIONS; ANALYTICAL RESULTS; COMPLEX SYSTEMS; COVARIANCE MATRICES; GAUSSIAN STATISTICS; MONTE CARLO; MONTE CARLO SIMULATION; POWER-LAW TAIL; RANDOM MATRICES; RANDOM MATRIX THEORY; STABLE DISTRIBUTIONS; STABLE RANDOM VARIABLES; STOCK MARKET; WEAK CORRELATION;

COMPUTER SIMULATION; COVARIANCE MATRIX; GENE EXPRESSION; MONTE CARLO METHODS; RANDOM PROCESSES; SPECTRAL DENSITY;

RANDOM VARIABLES;

EID: 76749094977     PISSN: 14346028     EISSN: 14346036     Source Type: Journal    
DOI: 10.1140/epjb/e2009-00360-7     Document Type: Article

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