Large deviations of the top eigenvalue of large Cauchy random matrices

DOI10.1088/1751-8113/46/2/022001zbMath1266.15047arXiv1210.5400OpenAlexW2066808995MaRDI QIDQ4920357

Pierpaolo Vivo, Dario Villamaina, Satya N. Majumdar, Grégory Schehr

Publication date: 17 May 2013

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.5400

zbMATH Keywords

eigenvaluelarge deviationTracy-Widom distributionasymptotic behaviorsGaussian ensemblesnon-Gaussian regimeDyson indexCauchy ensembleslarge Cauchy random matricesorthogonal, unitary and symplectic ensembles

Mathematics Subject Classification ID

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

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