Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The Student ensemble of correlation matrices: eigenvalue spectrum and
  Kullback-Leibler entropy   We study a new ensemble of random correlation matrices related to
multivariate Student (or more generally elliptic) random variables. We
establish the exact density of states of empirical correlation matrices that
generalizes the Marcenko-Pastur result. The comparison between the theoretical
density of states in the Student case and empirical financial data is
surprisingly good, even if we are still able to detect systematic deviations.
Finally, we compute explicitely the Kullback-Leibler entropies of empirical
Student matrices, which are found to be independent of the true correlation
matrix, as in the Gaussian case. We provide numerically exact values for these
Kullback-Leibler entropies.

11
The categories of this paper are: hep-lat
29
The categories of this paper are: funct-an
31
The categories of this paper are: ao-sci
14
The categories of this paper are: math-ph
8
The categories of this paper are: hep-ex
10
The categories of this paper are: q-bio
2
The categories of this paper are: math
24
The categories of this paper are: dg-ga
35
The categories of this paper are: mtrl-th
12
The categories of this paper are: nucl-th
34
The categories of this paper are: chem-ph
9
The categories of this paper are: nlin
27
The categories of this paper are: comp-gas
26
The categories of this paper are: bayes-an
20
The categories of this paper are: acc-phys
21
The categories of this paper are: adap-org