Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
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 statistics.
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Submitted on 5 May 2004 (v1), last revised 14 Jun 2005 (this version, v5)
Updated
arXiv.org
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