Large deviations for the largest eigenvalue of the sum of two random matrices
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Publication:2184572
DOI10.1214/19-EJP405zbMath1440.15035arXiv1810.02538MaRDI QIDQ2184572
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.02538
Related Items (8)
Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices ⋮ Asymptotics of rectangular spherical integrals ⋮ Rare events in random matrix theory ⋮ Landscape complexity beyond invariance and the elastic manifold ⋮ Exponential growth of random determinants beyond invariance ⋮ Small deviation estimates for the largest eigenvalue of Wigner matrices ⋮ Large deviation principles via spherical integrals ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices
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