2 papers
cond-mat.stat-mech2026
Bulk Phase Transition and Edge Behavior in Temporally Correlated Random Matrices
Masato Hisakado, Takuya Kaneko
We study long-range correlated Wigner-type matrices built from row-independent stationary Gaussian sequences. For exponentially decaying (AR(1)) correlations, the bulk spectral den…
cond-mat.stat-mech2025
Deformation of semi-circle law for the correlated time series and Phase transition
Masato Hisakado, Takuya Kaneko
We study Wigner-type random matrices constructed from financial time series with temporal correlations. We characterize the deformed spectral law through its moments and observe be…