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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. |
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Presentation: Oral at 2 Ogólnopolskie Sympozjum "Fizyka w Ekonomii i Naukach Społecznych", Plenary session, by Jerzy JurkiewiczSee 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 |