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تسجيل مستخدم جديدExtreme eigenvalue statistics of $m$-dependent heavy-tailed matrices
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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.
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