49 citations · 138 across the 11 of their papers we have counts for
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Spectral density of the non-central correlated Wishart ensembles
Vinayak
Wishart ensembles of random matrix theory have been useful in modeling positive definite matrices encountered in classical and quantum chaotic systems. We consider nonzero means fo…
Spectral Domain of Large Nonsymmetric Correlated Wishart Matrices
Vinayak, Luis Benet
We study {the} complex eigenvalues of the Wishart model defined for nonsymmetric correlation matrices. The model is defined for two statistically equivalent but different Gaussian…
Spectral analysis of finite-time correlation matrices near equilibrium phase transitions
Vinayak, T. Prosen, B. Buca +1
We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that…
Time series, correlation matrices and random matrix models
Vinayak, Thomas H. Seligman
In this set of five lectures the authors have presented techniques to analyze open classical and quantum systems using correlation matrices. For diverse reasons we shall see that r…
Spectral density of a Wishart model for nonsymmetric Correlation Matrices
Vinayak
The Wishart model for real symmetric correlation matrices is defined as , where matrix is usually a rectangular Gaussian random matrix and…
Emerging spectra of singular correlation matrices under small power-map deformations
Vinayak, Rudi Schäfer, Thomas H. Seligman
Correlation matrices are a standard tool in the analysis of the time evolution of complex systems in general and financial markets in particular. Yet most analysis assume stationar…