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

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https://arxiv.org/pdf/math/0405090.pdf
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Abstract

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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