A pr 2 00 4 On the Largest Singular Values of Random Matrices with Independent Cauchy Entries

@inproceedings{Soshnikov2004AP2,
  title={A pr 2 00 4 On the Largest Singular Values of Random Matrices with Independent Cauchy Entries},
  author={Alexander B. Soshnikov and Yan V. Fyodorov},
  year={2004}
}
We apply the method of determinants to study the distribution of the largest singular values of large real rectangular random matrices with independent Cauchy entries. We show that statistical properties of the largest singular values are different from the Tracy-Widom law. Among other corollaries of our method we show an interesting connection between the mathematical expectations of the determinants of complex rectangular m×n standard Wishart ensemble and real rectangular 2m × 2n standard… CONTINUE READING

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