57 citations · 73 across the 3 of their papers we have counts for
3 papers · 1 filter
Free Levy Matrices and Financial Correlations
Z. Burda, J. Jurkiewicz, M. A. Nowak +2
We consider a covariance matrix composed of asymmetric and free random Levy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent…
Levy Matrices and Financial Covariances
Z. Burda, J. Jurkiewicz, M. A. Nowak +2
In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide…
Localization Transitions from Free Random Variables
Romuald A. Janik, Maciej A. Nowak, Gabor Papp +1
We motivate and use the concept of free random variables for the studies of the de-pinning transition of flux lines in superconductors as recently discussed by Hatano and Nelson. W…