  We analyze the largest eigenvalue statistics of m-dependent heavy-tailed
Wigner matrices as well as the associated sample covariance matrices having
entry-wise regularly varying tail distributions with parameter $0<\alpha<4$.
Our analysis extends results in the previous literature for the corresponding
random matrices with independent entries above the diagonal, by allowing for
m-dependence between the entries of a given matrix. We prove that the limiting
point process of extreme eigenvalues is a Poisson cluster process.
