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

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dc.creatorSoshnikov, Alexander
dc.date2004-05-05
dc.date2005-06-14
dc.date.accessioned2026-07-07T05:07:57Z
dc.date.available2026-07-07T05:07:57Z
dc.descriptionWe 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.
dc.descriptionI have found a couple of small mistakes in the auxiliary Lemmas 1 and 2 and made the necessary corrections. These changes do not affect the results of the paper
dc.identifierhttps://arxiv.org/abs/math/0405090
dc.identifierhttp://arxiv.org/abs/math/0405090
dc.identifierElect. Commun. in Probab., 9 (2004), 82-91
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71068
dc.subjectProbability
dc.subjectMathematical Physics
dc.titlePoisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails
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