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arXiv:math/0405090 [math.PR]AbstractReferencesReviewsResources

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

Alexander Soshnikov

Published 2004-05-05, updated 2005-06-14Version 5

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.

Comments: I 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
Journal: Elect. Commun. in Probab., 9 (2004), 82-91
Categories: math.PR, math-ph, math.MP
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