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Keywords: non-Gaussian random matrices
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Heavy-tailed random matrices
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Zdzislaw Burda and Jerzy Jurkiewicz
Published: 08 August 2018
...This article considers non-Gaussian random matrices consisting of random variables with heavy-tailed probability distributions. In probability theory heavy tails of distributions describe rare but violent events which usually have a dominant influence on the statistics. Furthermore, they completely...
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