Spectrum of heavy-tailed elliptic random matrices

DOI10.1214/22-EJP849zbMath1498.60027arXiv2010.01261OpenAlexW3090168662MaRDI QIDQ2082701

Yanyan Li

Publication date: 4 October 2022

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.01261

zbMATH Keywords

Poisson point processelliptic random matricesempirical spectral measureelliptic law\(\alpha\)-stable lawsheavy-tailed entriessingular values: least singular value

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Covariance kernel of linear spectral statistics for half-heavy tailed Wigner matrices ⋮ Spectrum of Lévy-Khintchine random Laplacian matrices

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