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 Electronic Communications in Probability > Vol. 9 (2004) > Paper 9 open journal systems 


Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails

Alexander Soshnikov, University of California at Davis, USA


Abstract
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


Full text: PDF

Pages: 82-91

Published on: August 24, 2004
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Electronic Communications in Probability. ISSN: 1083-589X