Central Limit Theorems for Linear Statistics of Heavy Tailed Random Matrices
We show central limit theorems (CLT) for the linear statistics of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of α-stable laws and entries with moments exploding with the dimension, as in the adjacency matrices of Erdös-Rényi graphs. For th...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Article |
| Language: | en_US |
| Published: |
Springer-Verlag Berlin Heidelberg
2015
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| Online Access: | http://hdl.handle.net/1721.1/92885 https://orcid.org/0000-0003-4524-8627 |