Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance
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Cites work
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- Determinantal point processes in the plane from products of random matrices
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Eigenvalue statistics for product complex Wishart matrices
- Eigenvalues and eigenvectors of heavy-tailed sample covariance matrices with general growth rates: the iid case
- Fluctuations of linear statistics of half-heavy-tailed random matrices
- Free probability theory
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- The S-transform of symmetric probability measures with unbounded supports
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Cited in
(6)- Heavy tailed random matrices: how they differ from the GOE, and open problems
- Eigenvector statistics of Lévy matrices
- Level statistics and localization transitions of Lévy matrices
- Heavy-tailed random matrices
- Local number variances and hyperuniformity of the Heisenberg family of determinantal point processes
- Local Tail Statistics of Heavy-Tailed Random Matrix Ensembles with Unitary Invariance
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