Several approaches and concepts of physics, such as Random Matrix Theory, have been used to investigate the complexity of financial time series. This study aims to analyze the spectrum of stock correlation in the Brazilian ...

We discuss the use of the replica ansatz in computing free energies in random matrix theory and confirm a conjectured condition on analytic continuation in the replica index at large-N.

We consider, in the setting of p and n large, sample covariance matrices whose population counterparts follow a spiked population model, i.e., with the exception of the first (largest) few, all the population eigenvalues ...

We use the framework of noncommutative geometry to define a discrete model for fluctuating geometry. Instead of considering ordinary geometry and its metric fluctuations, we consider generalized geometries where topology ...