Poisson convergence for the largest eigenvalues of heavy tailed random matrices

Annales de l'institut Henri Poincare (B) Probability and Statistics

Volumn 45, Issue 3, 2009, Pages 589-610

  Auffinger, Antonio ^a   Arous, Gérard Ben ^a   Péchéb, Sandrine ^b  

^a NEW YORK UNIVERSITY   (United States)

^b INSTITUT FOURIER   (France)

Author keywords

Extreme values; Heavy tails; Largest eigenvalues statistics; Random matrices

Indexed keywords

EID: 77952065158     PISSN: 02460203     EISSN: 02460203     Source Type: Journal    
DOI: 10.1214/08-AIHP188     Document Type: Article

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