Nassim Nicholas Taleb @nntaleb
Beware statements like "it does not depend on the law of the entries". Convergence is super-slow, only works at infinity. I show example in Statistical Consequences of Fat Tails, but with Fat tails (free PDF). https://t.co/kVmzyMu7m8 — PolitiTweet.org
Gabriel Peyré @gabrielpeyre
Eigenvalues of random matrices with iid entries converge to the Wigner circle law. This is universal (does not depe… https://t.co/DeWCwKH4Rz