Correlated Wishart Matrices and Critical Horizons
  We discuss a practical method to determine the eigenvalue spectrum of the empirical correlation matrix. The method is based on the analysis of the behavior of a conformal map at a critical horizon which is defined as a border line of the physical Riemann sheet of this map. The map is a convenient representation of the Mar\v{c}enko-Pastur equation. 
Zdzislaw Burda, Andrzej Goerlich, Jerzy Jurkiewicz, Bartlomiej Waclaw