activity
19962003
most citedIs Econophysics a Solid Science?

47 citations · 54 across the 2 of their papers we have counts for

collaborators

7 papers

hep-th20037 cited

3D Lorentzian Quantum Gravity from the asymmetric ABAB matrix model

J. Ambjorn, J. Jurkiewicz, R. Loll +1

The asymmetric ABAB-matrix model describes the transfer matrix of three-dimensional Lorentzian quantum gravity. We study perturbatively the scaling of the ABAB-matrix model in the…

cond-mat200347 cited

Is Econophysics a Solid Science?

Z. Burda, J. Jurkiewicz, M. A. Nowak

Econophysics is an approach to quantitative economy using ideas, models, conceptual and computational methods of statistical physics. In recent years many of physical theories like…

cond-mat2001

Free Levy Matrices and Financial Correlations

Z. Burda, J. Jurkiewicz, M. A. Nowak +2

We consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent…

cond-mat2001

Levy Matrices and Financial Covariances

Z. Burda, J. Jurkiewicz, M. A. Nowak +2

In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide…

cond-mat.mes-hall2000

Free Random Levy Matrices

Z. Burda, R. A. Janik, J. Jurkiewicz +3

Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one…

hep-th2000

Lorentzian and Euclidean Quantum Gravity - Analytical and Numerical Results

J. Ambjorn, J. Jurkiewicz, R. Loll

We review some recent attempts to extract information about the nature of quantum gravity, with and without matter, by quantum field theoretical methods. More specifically, we work…