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<title>Abstract</title> In the paper a discrete multicriteria decision making problem under risk is considered. It is assumed that the set of alternatives consists of a finite number of elements that are explicitly described. The evaluations of alternatives with respect to criteria are represented by...
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We apply the concept of free random variables to doubly correlated (Gaussian) Wishart random matrix models, appearing, for example, in a multivariate analysis of financial time series, and displaying both inter-asset cross-covariances and temporal auto-covariances. We give a comprehensive...
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