Poisson convergence for the largest eigenvalues of heavy...

Annales de l'Institut Henri Poincare (B) Probability and Statistics 2009 / 08 Vol. 45; Iss. 3

Poisson convergence for the largest eigenvalues of heavy tailed random matrices

Auffinger, Antonio, Ben Arous, Gérard, Péché, Sandrine
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Volume:
45
Language:
english
Journal:
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
DOI:
10.1214/08-AIHP188
Date:
August, 2009
File:
PDF, 271 KB
english, 2009
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