most citedThe Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q-Exponentialy distributed random variables

5 citations · 8 across the 2 of their papers we have counts for

collaborators

2 papers

physics.soc-ph2007★ 3 cited

Study of the Correlations Between Stocks of Different Markets

Ricardo Coelho, Peter Richmond, Stefan Hutzler +1

We study correlations of a set of stocks selected from both the New York and London stock exchanges. Results are displayed using both Random Matrix Theory approach and the graphica…

math-ph2004★ 5 cited

The Wick theorem for non-Gaussian distributions and its application for noise filtering of correlated q-Exponentialy distributed random variables

Przemyslaw Repetowicz, Peter Richmond

We derive the Wick theorem for the q-Exponential distribution. We use the theorem to derive an algorithm for finding parameters of the correlation matrix of q-Exponentialy distribu…