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paper

Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble

arXiv:math/0504562 · doi:10.1007/3-540-34273-7_26

Abstract

The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.

This is an extended version of my talk at the QMath 9 conference at Giens, France on September 13-17, 2004