Burda, Zdzisław; Jurkiewicz, Jerzy; Nowak, Maciej A.; … - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 694-700
We consider a covariance matrix composed of asymmetric and free random Lévy matrices. We use the results of free random variables to derive an algebraic equation for the resolvent and solve it to extract the spectral density. For an appropriate choice of asymmetry and Lévy index α/2=34 the...