121 citations · 459 across the 20 of their papers we have counts for
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Spectra of large time-lagged correlation matrices from Random Matrix Theory
Maciej A. Nowak, Wojciech Tarnowski
We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based…
Squared eigenvalue condition numbers and eigenvector correlations from the single ring theorem
Serban Belinschi, Maciej A. Nowak, Roland Speicher +1
We extend the so-called "single ring theorem"[1], also known as the Haagerup-Larsen theorem[2], by showing that in the limit when the size of the matrix goes to infinity a particul…
Ornstein-Uhlenbeck diffusion of hermitian and non-hermitian matrices - unexpected links
Jean-Paul Blaizot, Jacek Grela, Maciej A. Nowak +2
We compare the Ornstein-Uhlenbeck process for the Gaussian Unitary Ensemble to its non-hermitian counterpart - for the complex Ginibre ensemble. We exploit the mathematical framewo…