Correlated Wishart Matrices and Critical Horizons
Burda, Zdzislaw ; Goerlich, Andrzej ; Jurkiewicz, Jerzy ; Waclaw, Bartlomiej
arXiv, 0508341 / Harvested from arXiv
Text on arXiv
We discuss a practical method to determine the eigenvalue spectrum of the empirical correlation matrix. The method is based on the analysis of the behavior of a conformal map at a critical horizon which is defined as a border line of the physical Riemann sheet of this map. The map is a convenient representation of the Mar\v{c}enko-Pastur equation.
Publié le : 2005-08-14
Classification:  Condensed Matter - Statistical Mechanics,  Condensed Matter - Other Condensed Matter,  Mathematical Physics 
@article{0508341,
     author = {Burda, Zdzislaw and Goerlich, Andrzej and Jurkiewicz, Jerzy and Waclaw, Bartlomiej},
     title = {Correlated Wishart Matrices and Critical Horizons},
     journal = {arXiv},
     volume = {2005},
     number = {0},
     year = {2005},
     language = {en},
     url = {http://dml.mathdoc.fr/item/0508341}
}

Burda, Zdzislaw; Goerlich, Andrzej; Jurkiewicz, Jerzy; Waclaw, Bartlomiej. Correlated Wishart Matrices and Critical Horizons. arXiv, Tome 2005 (2005) no. 0, . http://gdmltest.u-ga.fr/item/0508341/