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• W2980954881 abstract "We analyze the largest eigenvalue statistics of m-dependent heavy-tailed Wigner matrices as well as the associated sample covariance matrices having entry-wise regularly varying tail distributions with parameter $0<alpha<4$. Our analysis extends results in the previous literature for the corresponding random matrices with independent entries above the diagonal, by allowing for m-dependence between the entries of a given matrix. We prove that the limiting point process of extreme eigenvalues is a Poisson cluster process." @default.
• W2980954881 created "2019-10-25" @default.
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• W2980954881 date "2019-10-18" @default.
• W2980954881 modified "2023-09-27" @default.
• W2980954881 title "Extreme eigenvalue statistics of $m$-dependent heavy-tailed matrices" @default.
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