| Publication | Date of Publication | Type |
|---|
| Freeness in cognitive science | 2023-11-07 | Paper |
| Non-orthogonal eigenvectors, fluctuation-dissipation relations and entropy production | 2023-10-13 | Paper |
Narain transform for spectral deformations of random matrix models
Nuclear Physics B | 2021-09-17 | Paper |
A random matrix approach to VARMA processes
New Journal of Physics | 2020-11-07 | Paper |
From synaptic interactions to collective dynamics in random neuronal networks models: critical role of eigenvectors and transient behavior
Neural Computation | 2020-11-02 | Paper |
| Eikonal formulation of large dynamical random matrix models | 2020-10-04 | Paper |
Ornstein-Uhlenbeck diffusion of Hermitian and non-Hermitian matrices -- unexpected links
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Spectra of large time-lagged correlation matrices from random matrix theory
Journal of Statistical Mechanics: Theory and Experiment | 2020-08-11 | Paper |
Probing non-orthogonality of eigenvectors in non-Hermitian matrix models: diagrammatic approach
Journal of High Energy Physics | 2018-09-07 | Paper |
| Extreme matrices or how an exponential map links classical and free extreme laws | 2017-11-09 | Paper |
| Random matrix filtering in portfolio optimization | 2017-09-27 | Paper |
Random matrix filtering in portfolio optimization
(available as arXiv preprint) | 2017-09-27 | Paper |
Eigenvalues and singular values of products of rectangular Gaussian random matrices -- the extended version
Acta Physica Polonica B | 2017-09-27 | Paper |
| Towards non-Hermitian random Lévy matrices | 2017-09-27 | Paper |
Universal Spectral Shocks in Random Matrix Theory --- Lessons for QCD
Acta Physica Polonica B | 2017-09-27 | Paper |
| scientific article; zbMATH DE number 6781398 (Why is no real title available?) | 2017-09-27 | Paper |
Diffusion in the space of complex Hermitian matrices -- microscopic properties of the averaged characteristic polynomial and the averaged inverse characteristic polynomial
Acta Physica Polonica B | 2017-09-27 | Paper |
| scientific article; zbMATH DE number 6781508 (Why is no real title available?) | 2017-09-27 | Paper |
Chiral Disorder and Random Matrix Theory with Magnetism
Acta Physica Polonica B | 2017-09-27 | Paper |
| Complete diagrammatics of the single ring theorem | 2017-04-25 | Paper |
Squared eigenvalue condition numbers and eigenvector correlations from the single ring theorem
Journal of Physics A: Mathematical and Theoretical | 2017-04-11 | Paper |
Chiral random matrix model at finite chemical potential: characteristic determinant and edge universality
Nuclear Physics B | 2016-07-29 | Paper |
Burgers-like equation for spontaneous breakdown of the chiral symmetry in QCD
Physics Letters B | 2016-02-23 | Paper |
Unveiling the significance of eigenvectors in diffusing non-Hermitian matrices by identifying the underlying Burgers dynamics
Nuclear Physics B | 2016-01-22 | Paper |
Skyrmions from instantons at finite temperature
Physics Letters B | 2015-11-04 | Paper |
| Signal from noise retrieval from one and two-point Green's function - comparison | 2015-01-09 | Paper |
| Spectral density of generalized Wishart matrices and free multiplicative convolution | 2014-07-04 | Paper |
| Dysonian dynamics of the Ginibre ensemble | 2014-03-30 | Paper |
| Universal shocks in the Wishart random-matrix ensemble - a sequel | 2013-06-17 | Paper |
| Universal shocks in the Wishart random matrix ensemble - 1 | 2012-10-31 | Paper |
Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case
Quantitative Finance | 2011-08-19 | Paper |
| Multiplication law and S transform for non-hermitian random matrices | 2011-04-13 | Paper |
| Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices | 2010-07-21 | Paper |
Random Hermitian versus random non-Hermitian operators—unexpected links
Journal of Physics A: Mathematical and General | 2006-08-30 | Paper |
| A Novel Approach to Non-Hermitian Random Matrix Models | 2004-02-19 | Paper |
Wishart and anti-Wishart random matrices
Journal of Physics A: Mathematical and General | 2004-01-19 | Paper |
Infinite products of large random matrices and matrix-valued diffusion
Nuclear Physics B | 2003-10-05 | Paper |
Free random Lévy variables and financial probabilities
Physica A | 2001-10-23 | Paper |
scientific article; zbMATH DE number 1222209 (Why is no real title available?)
(available as arXiv preprint) | 1999-03-07 | Paper |
Non-hermitian random matrix models
Nuclear Physics B | 1997-09-10 | Paper |
