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arXiv:math/0504562 [math.PR]AbstractReferencesReviewsResources

Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble

Alexander Soshnikov

Published 2005-04-27Version 1

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.

Comments: This is an extended version of my talk at the QMath 9 conference at Giens, France on September 13-17, 2004
Categories: math.PR
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