Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices

DOI10.1214/20-ECP343zbMath1462.60005arXiv1904.01820OpenAlexW3090387244MaRDI QIDQ829354

Giulio Biroli, Alice Guionnet

Publication date: 5 May 2021

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.01820

zbMATH Keywords

random matriceslarge deviations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

Related Items

Large deviations for spectral measures of some spiked matrices ⋮ Asymptotics of rectangular spherical integrals ⋮ Asymptotics of k dimensional spherical integrals and applications ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices

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