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Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble

Alexander Soshnikov
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Abstract

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.

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BibTeXRIS

Alexander Soshnikov. 2005-04-27. Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensemble. https://doi.org/10.1007/3-540-34273-7_26

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