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Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails

  
@article{ECP1112,
	author = {Alexander Soshnikov},
	title = {Poisson Statistics for the Largest Eigenvalues of Wigner Random Matrices with Heavy Tails},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {9},
	year = {2004},
	keywords = {},
	abstract = {We study large Wigner random matrices in the case when the marginal distributions of matrix entries have heavy tails. We prove that the largest eigenvalues of such matrices have Poisson},
	pages = {no. 9, 82-91},
	issn = {1083-589X},
	doi = {10.1214/ECP.v9-1112},    
        url = {http://ecp.ejpecp.org/article/view/1112}}