---
res:
  bibo_abstract:
  - A Laplacian matrix is a real symmetric matrix whose row and column sums are zero.
    We investigate the limiting distribution of the largest eigenvalues of a Laplacian
    random matrix with Gaussian entries. Unlike many classical matrix ensembles, this
    random matrix model contains dependent entries. Our main results show that the
    extreme eigenvalues of this model exhibit Poisson statistics. In particular, after
    properly shifting and scaling, we show that the largest eigenvalue converges to
    the Gumbel distribution as the dimension of the matrix tends to infinity. While
    the largest diagonal entry is also shown to have Gumbel fluctuations, there is
    a rather surprising difference between its deterministic centering term and the
    centering term required for the largest eigenvalues.@eng
  bibo_authorlist:
  - foaf_Person:
      foaf_givenName: Andrew J
      foaf_name: Campbell, Andrew J
      foaf_surname: Campbell
      foaf_workInfoHomepage: http://www.librecat.org/personId=582b06a9-1f1c-11ee-b076-82ffce00dde4
  - foaf_Person:
      foaf_givenName: Kyle
      foaf_name: Luh, Kyle
      foaf_surname: Luh
  - foaf_Person:
      foaf_givenName: Sean
      foaf_name: O’Rourke, Sean
      foaf_surname: O’Rourke
  - foaf_Person:
      foaf_givenName: Santiago
      foaf_name: Arenas-Velilla, Santiago
      foaf_surname: Arenas-Velilla
  - foaf_Person:
      foaf_givenName: Victor
      foaf_name: Perez-Abreu, Victor
      foaf_surname: Perez-Abreu
  bibo_doi: 10.1214/25-ejp1366
  bibo_volume: 30
  dct_date: 2025^xs_gYear
  dct_identifier:
  - UT:001540927000024
  dct_isPartOf:
  - http://id.crossref.org/issn/1083-6489
  dct_language: eng
  dct_publisher: Institute of Mathematical Statistics@
  dct_title: Extreme eigenvalues of Laplacian random matrices with Gaussian entries@
...