Large deviations for extreme eigenvalues of deformed Wigner random matrices
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Publication:2042831
DOI10.1214/20-EJP571zbMath1472.60012arXiv1910.13566OpenAlexW3159525336MaRDI QIDQ2042831
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.13566
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
Related Items (4)
Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices ⋮ Asymptotics of rectangular spherical integrals ⋮ Landscape complexity beyond invariance and the elastic manifold ⋮ Small deviation estimates for the largest eigenvalue of Wigner matrices
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