Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles
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Publication:5192458
DOI10.1007/3-540-34273-7_26zbMath1169.15302arXivmath/0504562OpenAlexW1489593603MaRDI QIDQ5192458
Publication date: 5 August 2009
Published in: Mathematical Physics of Quantum Mechanics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0504562
largest eigenvaluesWigner ensembleWigner real symmetric (Hermitian) random matricesWishart sample covariance real (complex) random matrices
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