Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
classification
🧮 math.PR
math-phmath.MP
keywords
matriceseigenvaluesheavylargestpoissonrandomstatisticstails
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We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Poisson statistics.
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