Search for content and authors
 

Levy matrices

Jerzy Jurkiewicz 

Jagiellonian University, Institute of Physics (IF UJ), Reymonta 4, Kraków 30-059, Poland

Abstract

We present properties of symmetric real matrices with elements drawn from the Levy heavy-tail distribution. We determine the eigenvalue spectrum of such matrices. We also illustrate the relation between Levy matrices and the free Levy matrices, which satisfy the property of freeness.

 

Legal notice
  • Legal notice:
 

Presentation: Oral at 2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", Plenary session, by Jerzy Jurkiewicz
See On-line Journal of 2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych"

Submitted: 2006-02-16 14:54
Revised:   2009-06-07 00:44