Spectral density of autocorrelated Wishart-Levy matrices
Spectral properties of time-correlated Wishart-Levy matrices are studied. The correlation matrices are built from ensembles of time series obtained from a deterministic chaotic one-dimensional map with Cauchy distributed entries. Dependence of the spectral density on autocorrelations of the time series is investigated. Two basically different regimes of the spectra appear: extended states with sma