Large deviations of the extreme eigenvalues of random deformations of matrices

DOI10.1007/s00440-011-0382-3zbMath1261.15042arXiv1009.0135OpenAlexW2164231780MaRDI QIDQ1934364

Alice Guionnet, Florent Benaych-Georges, Mylène Maida

Publication date: 28 January 2013

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.0135

zbMATH Keywords

random matricesspectral measurelarge deviationsextreme eigenvalues

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

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