2.2k citations · 5.2k across the 131 of their papers we have counts for
Showing 2010 · math-phShow all
2 papers · 2 filters
math-ph2010★ 39 cited
On the Eigenvalue Density of Real and Complex Wishart Correlation Matrices
Christian Recher, Mario Kieburg, Thomas Guhr
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretic…
math-ph2010★ 10 cited
Supersymmetry in Random Matrix Theory
Thomas Guhr
Supersymmetry is nowadays indispensable for many problems in Random Matrix Theory. It is presented here with an emphasis on conceptual and structural issues. An introduction to sup…