Found 1 result(s)

01.01.1970 (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: