141 citations · 2k across the 103 of their papers we have counts for
7 papers · 1 filter
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…
Free Random Levy Variables and Financial Probabilities
Z. Burda, J. Jurkiewicz, M. A. Nowak +2
We suggest that Free Random Variables, represented here by large random matrices with spectral Levy disorder, may be relevant for several problems related to the modeling of financ…
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…
Correlations of Eigenvectors for Non-Hermitian Random-Matrix Models
R. A. Janik, W. Noerenberg, M. A. Nowak +2
We establish a general relation between the diagonal correlator of eigenvectors and the spectral Green's function for non-hermitian random-matrix models in the large-N limit. We ap…
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…