373 citations · 1.2k across the 27 of their papers we have counts for
Showing cond-mat.stat-mechShow all
2 papers · 1 filter
cond-mat.stat-mech2005★ 15 cited
Correlated Wishart Matrices and Critical Horizons
Zdzislaw Burda, Andrzej Goerlich, Jerzy Jurkiewicz +1
We discuss a practical method to determine the eigenvalue spectrum of the empirical correlation matrix. The method is based on the analysis of the behavior of a conformal map at a…
cond-mat.stat-mech2003★ 101 cited
Signal and Noise in Correlation Matrix
Z. Burda, A. Goerlich, A. Jarosz +1
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to…