39 citations · 78 across the 5 of their papers we have counts for
Showing 2010Show all
2 papers · 1 filter
math.ST2010★ 25 cited
Supersymmetry approach to Wishart correlation matrices: Exact results
Christian Recher, Mario Kieburg, Thomas Guhr +1
We calculate the `one-point function', meaning the marginal probability density function for any single eigenvalue, of real and complex Wishart correlation matrices. No explicit ex…
math-ph2010★ 39 cited
On the Eigenvalue Density of Real and Complex Wishart Correlation Matrices
Christian Recher, Mario Kieburg, Thomas Guhr
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretic…