Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble
Probability
2015-06-26 v1
Abstract
The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.
Cite
@article{arxiv.math/0504562,
title = {Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble},
author = {Alexander Soshnikov},
journal= {arXiv preprint arXiv:math/0504562},
year = {2015}
}
Comments
This is an extended version of my talk at the QMath 9 conference at Giens, France on September 13-17, 2004