Heavy-tailed random matrices

zbMath1236.15066arXiv0909.5228MaRDI QIDQ3105253

Jerzy Jurkiewicz, Zdzislaw Burda

Publication date: 5 January 2012

Full work available at URL: https://arxiv.org/abs/0909.5228

zbMATH Keywords

eigenvalueseigenvectorsGaussian random matricesWigner matricesheavy-tailed probability distributionsnon-Gaussian random matricesLévy basin of attraction

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

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