papers
Publications (5)
cond-mat.stat-mech2013
Commutative law for products of infinitely large isotropic random matrices
Z. Burda, G. Livan, A. Swiech
q-fin.RM2012
A Generalized Fourier Transform Approach to Risk Measures
G. Bormetti, V. Cazzola, G. Livan +2
q-fin.ST2011
The fine structure of spectral properties for random correlation matrices: an application to financial markets
G. Livan, S. Alfarano, E. Scalas
cond-mat.stat-mech2011
Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices (The Extended Version)
Z. Burda, A. Jarosz, G. Livan +2
cond-mat.stat-mech2010
Eigenvalues and Singular Values of Products of Rectangular Gaussian Random Matrices
Z. Burda, A. Jarosz, G. Livan +2