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Recent Publications
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Z. Burda, J. Jurkiewicz, M.A. Nowak, G. Papp
and I. Zahed. RANDOM LÉVY MATRICES: II, Vol. 36 (2005) ACTA PHYSICA POLONICA B No 9 (download)
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Z. Burda, A. Goerlich and B.
Waclaw "Spectral properties of empirical covariance matrices
for data with power-like tails",
http://www.arxiv.org/abs/physics?papernum=0603186
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Z. Burda, A. Jarosz, J.
Jurkiewicz, M.a.Nowak, G. Papp, I. Zahed " Application of Free
Random Variables to Random Matrix Analysis of Financial data",
Submitted to Phys. Rev. E.
http://www.arxiv.org/abs/physics?papernum=0603024
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Z. Burda, J. Jurkiewicz, M.A.
Nowak, G. Papp and I. Zahed, "Random Levy matrices revisited",
http://www.arxiv.org/abs/cond-mat?papernum=0602087
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G. Papp, Sz. Pafka, M.A. Nowak, I.
Kondor, " Random matrix Filtering in Portfolio Optimization".
http://www.arxiv.org/abs/physics?papernum=0509235
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Des Johnston, Zdzis³aw Burda,
Jerzy Jurkiewicz, M. Kaminski, Maciej A., Nowak, Gábor Papp,
Ismail Zahed Wealth Condensation and "Corruption" in a Toy
Model Acta Physica Polonica B36 (2005) 2709.
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Applications of random matrices to
Economy and Other Complex Systems, International Conference
held in Cracow, May 25-28, 2005, Organizers: Z. Burda, J.
Jurkiewicz and M.A. Nowak, Acta Physica Polonica B36 (2005)
2603-2838
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Z Burda, J. Jurkiewicz and B.
Waclaw, "Eigenvalue densities of empirical covariance matrices
for correlated samples" Acta Physica Polonica B36 (2005) 2641,
http://www.arxiv.org/abs/cond-mat?papernum=0508451
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Z. Burda, A. Goerlich, J.
Jurkiewicz, B. Waclaw " Correlated Wishart matrices and
critical Horizons". European Journal of Physics in Press.
http://www.arxiv.org/abs/cond-mat?papernum=0508341
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Z. Burda, J. Jurkiewicz, B. Waclaw"
Spectral moments of correlated Wishart matrices", Phys. Rev.
E71 (2005) 026111,
http://www.arxiv.org/abs/cond-mat?papernum=0405263
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Z. Burda and J. Jurkiewicz "Signal
and Noise in Financial Correlation Matrices" Physica A344
(2004) 67 ,
http://www.arxiv.org/abs/cond-mat?papernum=0312496
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Z. Burda, A. Goerlich, A. Jarosz,
J. Jurkiewicz, " Signal and Noise in Correlation Matrices",
Physica A343 (2004) 295.
http://www.arxiv.org/abs/cond-mat?papernum=0305627
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Z. Burda, M.a. Nowak. J.
Jurkiewicz." Is econophysics a solid science?", Acta Phys.
Polon. B34 (2003) 87.
http://www.arxiv.org/abs/cond-mat?papernum=0301096
Quantitative Finance
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Z. Burda, D. Johnston, J. Jurkiewicz, M. Kaminski, M.A. Nowak, G. Papp and I. Zahed. Wealth condensation in Pareto macroeconomies,
Article reviewed in Nature, January 28th, 2002,
www.nature.com/nsu/020121/020121-14.html
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Z. Burda, J. Jurkiewicz, A. Nowak, G. Papp and I. Zahed. "Free random Levy variables and financial probabilities" Published: Physica A299 (2001) 181e-print:
http://xxx.lanl.gov/abs/cond-mat/0103140
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Z. Burda, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed. "Free Levy matrices and financial correlations". Physica A299 (2004) in press.
e-print:
http://xxx.lanl.gov/abs/cond-mat/0103109
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Z. Burda, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed. "Levy matrices and financial covariances": Acta Phys. Pol. B (2004) in press.
e-print:
http://xxx.lanl.gov/abs/cond-mat/0103108
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Z. Burda, J. Jurkiewicz and M.A. Nowak. "Is econophysics a solid science?" Acta Phys. Pol. B34 (2003) 479,
e-print:
http://xxx.lanl.gov/abs/cond-mat/0301096
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Z. Burda and J. Jurkiewicz. "Signal and noise in financial correlation matrices." To be published in the proceedings of "Applications of Physics in Financial Analysis (APFA4)", Warsaw, 13-15 Nov. 2003.
e-print:
http://xxx.lanl.gov/abs/cond-mat/0312496
Networks
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Z. Burda and A. Krzywicki. "Uncorrelated random networks." Phys. Rev. E67 (2003) 046118
e-print:
http://xxx.lanl.gov/abs/cond-mat/0207020
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P. Bialas, Z. Burda, J. Jurkiewicz and A. Krzywicki, "Tree networks with casual structure", Phys. Rev. E67 (2003) 066106,
e-print:
http://xxx.lanl.gov/abs/cond-mat/0211527
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P. Bialas, Z. Burda, J. Jurkiewicz and A. Krzywicki, "Tree networks with casual structure", Phys. Rev. E67 (2003) 066106,
e-print:
http://xxx.lanl.gov/abs/cond-mat/0310234
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Burda, J. Jurkiewicz and A. Krzywicki, "Perturbing general uncorrelated networks",
e-print:
http://xxx.lanl.gov/abs/cond-mat/0401310
Applied Mathematics and Multivariate Statistics
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Z. Burda, J. Jurkiewicz and B. Waclaw, "Spectral moments of correlated Wishart matrices",
e-print:
http://xxx.lanl.gov/abs/cond-mat/0405263
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R.A. Janik and M.A. Nowak, "Wishart and Anti-Wishart random matrices", J. Phys. A36 (2003) 3629,
e-print: http://xxx.lanl.gov/abs/math-ph/0112017
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Z. Burda, J.D. Correia and A. Krzywicki, "Statistical ensembles of scale-free random graphs", Phys. Rev. E64 (2001) 046118,
e-print:
http://xxx.lanl.gov/abs/cond-mat/0104155
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Z. Burda, R.A. Janik, J. Jurkiewicz, M.A. Nowak, G. Papp and I. Zahed, "Free random Levy matrices", Phys. Rev. E65 (2002) 021106,
e-print:
http://xxx.lanl.gov/abs/cond-mat/0011451
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E. Gudowska-Nowak, R.A. Janik, J. Jurkiewicz and M.A. Nowak, "Infinite products of large random matrices and matrix-valued diffusion", Nucl. Phys. B670 (2003) 479,
e-print: http://xxx.lanl.gov/abs/math-ph/0304032
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