Extreme eigenvalues of sparse, heavy tailed random matrices
Author:
Funder
National Science Foundation
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference29 articles.
1. An Introduction to Random Matrices;Anderson,2010
2. Poisson convergence for the largest eigenvalues of heavy tailed random matrices;Auffinger;Ann. Inst. Henri Poincare,2009
3. Spectral Analysis of Large Dimensional Random Matrices;Bai,2009
4. A note on the largest eigenvalue of a large dimensional sample covariance matrix;Bai;J. Multivariate Anal.,1988
5. Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix;Bai;Ann. Probab.,1988
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