12 citations · 20 across the 8 of their papers we have counts for
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stat.AP2012★ 1 cited
Percentiles of sums of heavy-tailed random variables: Beyond the single-loss approximation
Lorenzo Hernández, Jorge Tejero, Alberto Suárez +1
A perturbative approach is used to derive approximations of arbitrary order to estimate high percentiles of sums of positive independent random variables that exhibit heavy tails.…
cond-mat.dis-nn2012★ 12 cited
Error analysis of free probability approximations to the density of states of disordered systems
Jiahao Chen, Eric Hontz, Jeremy Moix +5
Theoretical studies of localization, anomalous diffusion and ergodicity breaking require solving the electronic structure of disordered systems. We use free probability to approxim…