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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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Dates and versions

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

Identifiers

  • HAL Id : hal-02376231 , version 1

Cite

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. ⟨hal-02376231⟩
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