47 citations · 55 across the 2 of their papers we have counts for
16 papers
A Novel Approach to Non-Hermitian Random Matrix Models
Andrzej Jarosz, Maciej A. Nowak
In this paper we propose a new method for studying spectral properties of the non-hermitian random matrix ensembles. Alike complex Green's function encodes, via discontinuities, th…
Is Econophysics a Solid Science?
Z. Burda, J. Jurkiewicz, M. A. Nowak
Econophysics is an approach to quantitative economy using ideas, models, conceptual and computational methods of statistical physics. In recent years many of physical theories like…
Lectures on Chiral Disorder in QCD
Maciej A. Nowak
I explain the concept that light quarks diffuse in the QCD vacuum following the spontaneous breakdown of chiral symmetry. I exploit the striking analogy to disordered electrons in…
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…
Free Random Levy Matrices
Z. Burda, R. A. Janik, J. Jurkiewicz +3
Using the theory of free random variables (FRV) and the Coulomb gas analogy, we construct stable random matrix ensembles that are random matrix generalizations of the classical one…