Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Collective Origin of the Coexistence of Apparent RMT Noise and Factors
  in Large Sample Correlation Matrices   Through simple analytical calculations and numerical simulations, we
demonstrate the generic existence of a self-organized macroscopic state in any
large multivariate system possessing non-vanishing average correlations between
a finite fraction of all pairs of elements. The coexistence of an eigenvalue
spectrum predicted by random matrix theory (RMT) and a few very large
eigenvalues in large empirical correlation matrices is shown to result from a
bottom-up collective effect of the underlying time series rather than a
top-down impact of factors. Our results, in excellent agreement with previous
results obtained on large financial correlation matrices, show that there is
relevant information also in the bulk of the eigenvalue spectrum and
rationalize the presence of market factors previously introduced in an ad hoc
manner.

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The categories of this paper are: alg-geom
13
The categories of this paper are: quant-ph
14
The categories of this paper are: math-ph
22
The categories of this paper are: chao-dyn
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The categories of this paper are: q-alg
23
The categories of this paper are: solv-int
32
The categories of this paper are: atom-ph
9
The categories of this paper are: nlin
2
The categories of this paper are: math
21
The categories of this paper are: adap-org
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The categories of this paper are: ao-sci
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The categories of this paper are: patt-sol
7
The categories of this paper are: hep-th
5
The categories of this paper are: gr-qc
8
The categories of this paper are: hep-ex
33
The categories of this paper are: plasm-ph