15 citations · 27 across the 6 of their papers we have counts for
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math.PR2007★ 1 cited
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…
math.PR2007★ 1 cited
The spectrum of heavy-tailed random matrices
Gerard Ben Arous, Alice Guionnet
Let be an $N\ts N$ random symmetric matrix with independent equidistributed entries. If the law of the entries has a finite second moment, it was shown by Wigner \cite{wi…
math.PR2007★ 2 cited
Universality of the REM for dynamics of mean-field spin glasses
Gerard Ben Arous, Anton Bovier, Jiri Cerny
We consider a version of a Glauber dynamics for a p-spin Sherrington--Kirkpatrick model of a spin glass that can be seen as a time change of simple random walk on the N-dimensional…