Heavy-tailed random matrices
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Publication:3105253
zbMath1236.15066arXiv0909.5228MaRDI QIDQ3105253
Jerzy Jurkiewicz, Zdzislaw Burda
Publication date: 5 January 2012
Full work available at URL: https://arxiv.org/abs/0909.5228
eigenvalues; eigenvectors; Gaussian random matrices; Wigner matrices; heavy-tailed probability distributions; non-Gaussian random matrices; Lévy basin of attraction
60B20: Random matrices (probabilistic aspects)
15A18: Eigenvalues, singular values, and eigenvectors
15B52: Random matrices (algebraic aspects)