Heavy-tailed random matrices

Details Heavy-tailed random matrices Heavy-tailed random matrices

2009-09-28

arxiv.org/abs/0909.5228v2

Physics

Mathematical Physics

21 pages, contribution to 'The Oxford Handbook of Random Matrix Theory'

Scientific paper

We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant influence on the statistics. They also completely change universal properties of eigenvalues and eigenvectors of random matrices. We concentrate here on the universal macroscopic properties of (1) Wigner matrices belonging to the Levy basin of attraction, (2) matrices representing stable free random variables and (3) a class of heavy-tailed matrices obtained by parametric deformations of standard ensembles.

Affiliated with

Also associated with

No associations

Rating

Heavy-tailed random matrices does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Heavy-tailed random matrices, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Heavy-tailed random matrices will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-664324