16.11.2023 (Thursday)
AN Spectral properties of random matrices with heavy-tailed entries
regular seminar Svetlana Malysheva (Queen Mary University of London)
| at: 11:00 - 12:00 KCL, Strand room: S5.20 abstract: | The talk will outline the main properties of high-dimensional random matrices whose entries do not have the 4th moment. We will also discuss heavy-tailed random matrices obtained from stock returns. Keywords: |