Large deviations for the largest eigenvalue of sub-Gaussian matrices

DOI10.1007/s00220-021-04027-9zbMath1479.60011arXiv1911.10591OpenAlexW3129283872MaRDI QIDQ2662978

Jonathan Husson, Fanny Augeri, Alice Guionnet

Publication date: 15 April 2021

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.10591

zbMATH Keywords

large deviationrandom matrixlargest eigenvaluesub-Gaussian tail

Mathematics Subject Classification ID

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

Related Items (14)

Large deviations for the largest eigenvalue of matrices with variance profiles ⋮ Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices ⋮ Asymptotics of rectangular spherical integrals ⋮ Upper tail of the spectral radius of sparse Erdös-Rényi graphs ⋮ Moderate deviations in cycle count ⋮ Bernoulli random matrices ⋮ Universality: random matrices, random geometry and SPDEs. Abstracts from the workshop held May 29 -- June 4, 2022 ⋮ Rare events in random matrix theory ⋮ The lower tail of \(q\)-pushTASEP ⋮ 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 ⋮ Large deviations for the largest eigenvalue of Gaussian networks with constant average degree ⋮ Large deviation principle for the maximal eigenvalue of inhomogeneous Erdős-Rényi random graphs

Cites Work

• Unnamed Item
• Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails
• A large deviation principle for Wigner matrices without Gaussian tails
• A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
• On the distribution of the roots of certain symmetric matrices
• Large deviations for the largest eigenvalue of Rademacher matrices
• Large deviations techniques and applications.
• Necessary and sufficient conditions for almost sure convergence of the largest eigenvalue of a Wigner matrix
• The analogues of entropy and of Fisher's information measure in free probability theory. V: Noncommutative Hilbert transforms
• The eigenvalues of random symmetric matrices
• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• Concentration of the spectral measure for large matrices
• Large deviations of subgraph counts for sparse Erdős-Rényi graphs
• Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
• Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
• An Introduction to Random Matrices
• On the convex infimum convolution inequality with optimal cost function
• The Landscape of the Spiked Tensor Model
• Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory
• Aging of spherical spin glasses

This page was built for publication: Large deviations for the largest eigenvalue of sub-Gaussian matrices