2 7 A pr 2 00 5 Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles

@inproceedings{Soshnikov200427A,
  title={2 7 A pr 2 00 5 Poisson Statistics for the Largest Eigenvalues in Random Matrix Ensembles},
  author={Alexander B. Soshnikov},
  year={2004}
}
The two archetypal ensembles of random matrices are Wigner real symmetric (Hermitian) random matrices and Wishart sample covariance real (complex) random matrices. In this paper we study the statistical properties of the largest eigenvalues of such matrices in the case when the second moments of matrix entries are infinite. In the first two subsections we consider Wigner ensemble of random matrices and its generalization – band random matrices. 

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