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

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

2004-05-05

arxiv.org/abs/math/0405090v5

Elect. Commun. in Probab., 9 (2004), 82-91

Mathematics

Probability

I have found a couple of small mistakes in the auxiliary Lemmas 1 and 2 and made the necessary corrections. These changes do n

Scientific paper

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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