Burda, Z.; Görlich, A.; Jurkiewicz, J.; Wacław, B. - In: The European Physical Journal B - Condensed Matter and … 49 (2006) 3, pp. 319-323
We discuss a practical method to determine the eigenvalue spectrum of the empirical correlation matrix. The method is based on analysis of behavior of a conformal map at a critical horizon which is defined as a border line of the physical Riemann sheet of this map. The map is a convenient...
