酉不变重尾随机矩阵系综的局部尾统计量
Local Tail Statistics of Heavy-Tailed Random Matrix Ensembles with Unitary Invariance
摘要：
我们研究酉不变的重尾埃尔米特随机矩阵。不变性意味着特征值和特征向量统计量是解耦的。激励问题一直是一个自由稳定的随机矩阵是否有稳定的特征值统计的最大特征值的尾巴。我们调查这个问题，通过使用数值和分析手段，后者利用超对称方法。一个令人惊讶的行为是发现，一个自由稳定的随机矩阵不一定产生稳定的统计，如果它这样做，那么它可能会表现出泊松或泊松样统计。泊松统计已经被观察到的重尾维格纳矩阵。最后，我们对这种特殊的行为做了两个解释。
英文摘要：
We study heavy-tailed Hermitian random matrices that are unitarily invariant. The invariance implies that the eigenvalue and eigenvector statistics are decoupled. The motivating question has been whether a freely stable random matrix has stable eigenvalue statistics for the largest eigenvalues in the tail. We investigate this question through the use of both numerical and analytical means, the latter of which makes use of the supersymmetry method. A surprising behaviour is uncovered in that a freely stable random matrix does not necessarily yield stable statistics and if it does then it might exhibit Poisson or Poisson-like statistics. The Poisson statistics have been already observed for heavy-tailed Wigner matrices. We conclude with two conjectures on this peculiar behaviour.
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