321 citations · 2.6k across the 105 of their papers we have counts for
9 papers · 1 filter
Are Scale Free Networks Better?
Gergely Peli, Gabor Papp
We study the performance of Weibull and scale free Internet-like networks and compare them to a classical random graph based network. The scaling of the traffic load with the nodal…
Free Random Levy Variables and Financial Probabilities
Z. Burda, J. Jurkiewicz, M. A. Nowak +2
We suggest that Free Random Variables, represented here by large random matrices with spectral Levy disorder, may be relevant for several problems related to the modeling of financ…
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…
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…
Correlations of Eigenvectors for Non-Hermitian Random-Matrix Models
R. A. Janik, W. Noerenberg, M. A. Nowak +2
We establish a general relation between the diagonal correlator of eigenvectors and the spectral Green's function for non-hermitian random-matrix models in the large-N limit. We ap…
Bridged-assisted electron transfer. Random matrix theory approach
Ewa Gudowska-Nowak, Gabor Papp, Juergen Brickmann
We discuss the effective donor/acceptor coupling for a bridged electron transfer system with a site-diagonal disorder of bridge energies. The average spectral properties of the sys…