most citedPoisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices

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Poisson convergence for the largest eigenvalues of Heavy Tailed Random Matrices

Antonio Auffinger, Gerard Ben Arous, Sandrine Peche

We study the statistics of the largest eigenvalues of real symmetric and sample covariance matrices when the entries are heavy tailed. Extending the result obtained by Soshnikov in…