most citedStatistics of Extreme Spacings in Determinantal Random Point Processes

2 citations · 2 across the 2 of their papers we have counts for

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2 papers

math.PR2005★ 2 cited

Statistics of Extreme Spacings in Determinantal Random Point Processes

Alexander Soshnikov

We study translation-invariant determinantal random point fields on the real line. We prove, under quite general conditions, that the smallest nearest spacings between the particle…

math.PR2004

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

Alexander Soshnikov

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 Po…