Large Deviations for the Largest Eigenvalue of Sub-Gaussian Matrices - Archive ouverte HAL
Journal Articles Communications in Mathematical Physics Year : 2021

Large Deviations for the Largest Eigenvalue of Sub-Gaussian Matrices

Abstract

We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries.

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Probability [math.PR]
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Alice Guionnet  : Connect in order to contact the contributor

https://hal.science/hal-02376231

Submitted on : Friday, November 22, 2019-2:24:49 PM

Last modification on : Monday, May 27, 2024-11:49:17 AM

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hal-02376231 , version 1 (22-11-2019)

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Fanny Augeri, Alice Guionnet, Jonathan Husson. Large Deviations for the Largest Eigenvalue of Sub-Gaussian Matrices. Communications in Mathematical Physics, 2021, 383 (2), pp.997--1050. ⟨10.1007/s00220-021-04027-9⟩. ⟨hal-02376231⟩

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