{
  "annotation_id": "78a3d5d3-c97b-4ffa-af7b-a5818bdd43fc",
  "date_created": "2026-03-02T18:01:07.930000Z",
  "date_modified": "2026-03-02T18:01:07.930000Z",
  "file_hash": "b08468d5aaafc2c2488483cdbe0f401fa30009af73a1a65f008b8e898511d082",
  "private": false,
  "record": {
    "abstract": "We present an analytic method for calculating spectral densities of empirical\ncovariance matrices for correlated data. In this approach the data is\nrepresented as a rectangular random matrix whose columns correspond to sampled\nstates of the system. The method is applicable to a class of random matrices\nwith radial measures including those with heavy (power-law) tails in the\nprobability distribution. As an example we apply it to a multivariate Student\ndistribution.",
    "arxiv_id": "physics/0603186",
    "authors": [
      "Zdzislaw Burda",
      "Andrzej Goerlich",
      "Bartlomiej Waclaw"
    ],
    "categories": [
      "physics.data-an",
      "cond-mat.stat-mech",
      "math-ph",
      "math.MP",
      "physics.soc-ph"
    ],
    "doi": "10.1103/PhysRevE.74.041129",
    "journal_ref": "Phys.Rev.E74:041129,2006",
    "title": "Spectral properties of empirical covariance matrices for data with   power-law tails",
    "url": "https://arxiv.org/abs/physics/0603186"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "68351c2c-6b7e-4047-b7d3-67fbe7dd7877",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}