191 citations · 1.9k across the 74 of their papers we have counts for
Showing 2010Show all
3 papers · 1 filter
hep-lat2010★ 9 cited
Random matrix model for QCD_3 staggered fermions
P. Bialas, Z. Burda, B. Petersson
We show that the lowest part of the eigenvalue density of the staggered fermion operator in lattice QCD_3 at small lattice coupling constant beta has exactly the same shape as in Q…
cond-mat.stat-mech2010★ 4 cited
The various facets of random walk entropy
Z. Burda, J. Duda, J. M. Luck +1
We review various features of the statistics of random paths on graphs. The relationship between path statistics and Quantum Mechanics (QM) leads to two canonical ways of defining…
q-fin.ST2010★ 24 cited
A Random Matrix Approach to VARMA Processes
Zdzisław Burda, Andrzej Jarosz, Maciej A. Nowak +1
We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we…