The limiting distributions of large heavy Wigner and arbitrary random matrices

@article{Male2012TheLD,
  title={The limiting distributions of large heavy Wigner and arbitrary random matrices},
  author={Camille Male},
  journal={arXiv: Probability},
  year={2012}
}
  • Camille Male
  • Published 2012
  • Mathematics
  • arXiv: Probability
  • The model of heavy Wigner matrices generalizes the classical ensemble of Wigner matrices: the sub-diagonal entries are independent, identically distributed along to and out of the diagonal, and the moments its entries are of order 1/N, where N is the size of the matrices. Adjacency matrices of Erd\"os-Renyi sparse graphs and matrices with properly truncated heavy tailed entries are examples of heavy Wigner matrices. We consider a family X_N of independent heavy Wigner matrices and a family Y_N… CONTINUE READING

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