22 citations · 27 across the 4 of their papers we have counts for
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math-ph2020★ 1 cited
Matrix Moments in a Real, Doubly Correlated Algebraic Generalization of the Wishart Model
Thomas Guhr, Andreas Schell
The Wishart model of random covariance or correlation matrices continues to find ever more applications as the wealth of data on complex systems of all types grows. The heavy tails…
cond-mat.dis-nn2020★ 3 cited
Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations
Thomas Guhr, Andreas Schell
Complex systems are often non-stationary, typical indicators are continuously changing statistical properties of time series. In particular, the correlations between different time…