16.11.2023 (Thursday)
Svetlana Malysheva (Queen Mary University of London)
16 Nov at 11:00 - 12:00
KCL, Strand - S5.20
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.
Posted by felipe.marceca@kcl.ac.uk