English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Zendy Plus

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Zendy Tools

Zendy Open

We analyze the largest eigenvalue statistics of m-dependent heavy-tailedWigner matrices as well as the associated sample covariance matrices havingentry-wise regularly varying tail distributions with parameter $0<\alpha<4$.Our analysis extends results in the previous literature for the correspondingrandom matrices with independent entries above the diagonal, by allowing form-dependence between the entries of a given matrix. We prove that the limitingpoint process of extreme eigenvalues is a Poisson cluster process.

Extreme eigenvalue statistics of $m$-dependent heavy-tailed matrices