Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles (Q5192458)

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scientific article; zbMATH DE number 5590299
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Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles
scientific article; zbMATH DE number 5590299

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    Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles (English)
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    5 August 2009
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    Wigner real symmetric (Hermitian) random matrices
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    Wishart sample covariance real (complex) random matrices
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    largest eigenvalues
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    Wigner ensemble
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