Large deviations of the top eigenvalue of large Cauchy random matrices (Q4920357)
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scientific article; zbMATH DE number 6164156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviations of the top eigenvalue of large Cauchy random matrices |
scientific article; zbMATH DE number 6164156 |
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Large deviations of the top eigenvalue of large Cauchy random matrices (English)
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17 May 2013
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large Cauchy random matrices
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large deviation
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eigenvalue
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Cauchy ensembles
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Dyson index
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orthogonal, unitary and symplectic ensembles
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non-Gaussian regime
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asymptotic behaviors
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Tracy-Widom distribution
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Gaussian ensembles
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