Extreme eigenvalue statistics of \(m\)-dependent heavy-tailed matrices
DOI10.1214/21-AIHP1152zbMath1491.60008arXiv1910.08511OpenAlexW3215847166MaRDI QIDQ2077358
Publication date: 25 February 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.08511
regular variationlargest eigenvaluesample covariance matrixWigner matrixmarked Poisson processPoisson cluster processdependent random matricesheavy-tailed random matrices
Random matrices (probabilistic aspects) (60B20) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (7)
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