49 citations · 138 across the 11 of their papers we have counts for
Showing 2013 · math-phShow all
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math-ph2013★ 21 cited
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…
math-ph2013★ 12 cited
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…
math-ph2013★ 17 cited
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…