Amalgamated free Lévy processes as limits of sample covariance matrices (Q2099993): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10959-021-01153-x
+Normal rank
@@ Property / OpenAlex ID @@
+W4205662093
@@ Property / OpenAlex ID: W4205662093 / rank @@
+Normal rank
@@ Property / cites work @@
+Freeness over the diagonal for large random matrices
+Normal rank
@@ Property / cites work @@
+ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
+Normal rank
@@ Property / cites work @@
+CLT for linear spectral statistics of large-dimensional sample covariance matrices.
+Normal rank
@@ Property / cites work @@
+Spectral measure of heavy tailed band and covariance random matrices
+Normal rank
@@ Property / cites work @@
+The spectrum of heavy tailed random matrices
@@ Property / cites work: The spectrum of heavy tailed random matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Marchenko-Pastur Theorem and Bercovici-Pata bijections for heavy-tailed or localized vectors
+Normal rank
@@ Property / cites work @@
+Central limit theorems for linear statistics of heavy tailed random matrices
+Normal rank
@@ Property / cites work @@
+Q5359671
@@ Property / cites work: Q5359671 / rank @@
+Normal rank
@@ Property / cites work @@
+Localization and delocalization of eigenvectors for heavy-tailed random matrices
+Normal rank
@@ Property / cites work @@
+Cleaning large correlation matrices: tools from random matrix theory
+Normal rank
@@ Property / cites work @@
+Rate of convergence in probability to the Marchenko-Pastur law
+Normal rank
@@ Property / cites work @@
+An unbounded generalization of the Tomita-Takesaki theory. II
+Normal rank
@@ Property / cites work @@
+The limiting distributions of large heavy Wigner and arbitrary random matrices
+Normal rank
@@ Property / cites work @@
+Traffic Distributions and Independence: Permutation Invariant Random Matrices and the Three Notions of Independence
+Normal rank
@@ Property / cites work @@
+Q5531480
@@ Property / cites work: Q5531480 / rank @@
+Normal rank
@@ Property / cites work @@
+Econophysics: past and present
@@ Property / cites work: Econophysics: past and present / rank @@
+Normal rank
@@ Property / cites work @@
+Q5409097
@@ Property / cites work: Q5409097 / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional free convolution powers
@@ Property / cites work: Fractional free convolution powers / rank @@
+Normal rank
@@ Property / cites work @@
+On the empirical distribution of eigenvalues of a class of large dimensional random matrices
+Normal rank
@@ Property / cites work @@
+STANDARD REPRESENTATIONS INDUCED BY POSITIVE LINEAR FUNCTIONALS
+Normal rank
@@ Property / cites work @@
+Random covariance matrices: universality of local statistics of eigenvalues
+Normal rank
@@ Property / cites work @@
+Q4869304
@@ Property / cites work: Q4869304 / rank @@
+Normal rank
@@ Property / cites work @@
+The strong limits of random matrix spectra for sample matrices of independent elements
+Normal rank
@@ Property / cites work @@
+B-Valued free convolution for unbounded operators
@@ Property / cites work: B-Valued free convolution for unbounded operators / rank @@
+Normal rank
@@ Property / cites work @@
+A generalization of Wigner's law
@@ Property / cites work: A generalization of Wigner's law / rank @@
+Normal rank
@@ Property / cites work @@
+Random matrix models for datasets with fixed time horizons
+Normal rank