PUB - Publikationen an der Universität Bielefeld

In Quantum Chromodynamics low energy spectral properties of the Dirac operator can be described by random matrix ensembles. In time-series analysis strong statistical fluctuations coincide with eigenvalue statistics of random matrices. These two completely different fields share the same type of random matrix ensembles: chiral symmetric random matrices. The analysis of two random-matrix models of this type is presented: the product of two coupled Wishart matrices and the sum of two independent Wishart matrices. Here, we expose the integrability of these models and compute quantities being of interest in Quantum Chromodynamics and in time- series analysis, respectively.