We apply the concept of free random variables to doubly correlated (Gaussian) Wishart random matrix models, appearing, for example, in a multivariate analysis of financial time series, and displaying… Expand

This writeup is a compilation of the predictions for the forthcoming Heavy Ion Program at the Large Hadron Collider, as presented at the CERN Theory Institute 'Heavy Ion Collisions at the LHC - Last… Expand

It is illustrated the relation between the two types of stability and show that the addition of many randomly rotated Wigner-Lévy matrices leads by a matrix central limit theorem to FRL spectra, providing an explicit realization of the maximal randomness principle.Expand

It is established that the diagonal correlator of eigenvectors and the spectral Green's function for non-Hermitian random-matrix models in the large-N limit is in good agreement with numerical results.Expand

This paper investigates a recently introduced filtering procedure, and demonstrates the applicability of this method in a controlled, simulation environment.Expand

Using the standard concepts of free random variables, we show that for a large class of non-Hermitian random matrix models, the support of the eigenvalue distribution follows from their Hermitian… Expand