Spectral properties of empirical covariance matrices for data with power-law tails

Zdzisław Burda1, Andrzej T Görlich, Bartłomiej Wacław

  • 1Mark Kac Center for Complex Systems Research and Marian Smoluchowski Institute of Physics, Jagellonian University, Reymonta 4, 30-059 Krakow, Poland. burda@th.if.uj.edu.pl

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