Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential
Work
Year: 2021
Type: article
Abstract: The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recur... more
Institution Capital Fund Management (France)
Cites: 113
Cited by: 18
Related to: 10
FWCI: 2.899
Citation percentile (by year/subfield): 85.67
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Grant ID ANR-17-CE30-0027-01 RaMaTraF