Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices

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dc.creatorAuffinger, Antonio
dc.creatorArous, Gerard Ben
dc.creatorPeche, Sandrine
dc.date2007-10-16
dc.date2008-05-07
dc.date.accessioned2026-07-07T09:37:10Z
dc.date.available2026-07-07T09:37:10Z
dc.descriptionWe study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in \cite{Sos1}, we prove that, in the absence of the fourth moment, the top eigenvalues behave, in the limit, as the largest entries of the matrix.
dc.description22 pages, to appear in Annales de l'Institut Henri Poincare
dc.identifierhttps://arxiv.org/abs/0710.3132
dc.identifierhttp://arxiv.org/abs/0710.3132
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/160364
dc.subjectProbability
dc.subject15A52; 62G32; 60G55
dc.titlePoisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices
dc.typetext

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