Large deviations of the extreme eigenvalues of random deformations of matrices
From MaRDI portal
Publication:1934364
DOI10.1007/s00440-011-0382-3zbMath1261.15042arXiv1009.0135OpenAlexW2164231780MaRDI QIDQ1934364
Alice Guionnet, Florent Benaych-Georges, Mylène Maida
Publication date: 28 January 2013
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.0135
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
Related Items (25)
Sharp complexity asymptotics and topological trivialization for the (p, k) spiked tensor model ⋮ Large deviations for spectral measures of some spiked matrices ⋮ Outliers in the single ring theorem ⋮ Kernel spectral clustering of large dimensional data ⋮ On the principal components of sample covariance matrices ⋮ Mesoscopic perturbations of large random matrices ⋮ Statistical thresholds for tensor PCA ⋮ Erratum to: Outliers in the spectrum of iid matrices with bounded rank perturbations ⋮ Outliers in the spectrum for products of independent random matrices ⋮ Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ Complex outliers of Hermitian random matrices ⋮ Sum rules via large deviations ⋮ On finite rank deformations of Wigner matrices ⋮ The outliers of a deformed Wigner matrix ⋮ Random matrix theory in statistics: a review ⋮ ON FINITE RANK DEFORMATIONS OF WIGNER MATRICES II: DELOCALIZED PERTURBATIONS ⋮ The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices ⋮ Topology trivialization and large deviations for the minimum in the simplest random optimization ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices ⋮ The loss surfaces of neural networks with general activation functions ⋮ Algorithmic thresholds for tensor PCA ⋮ The Isotropic Semicircle Law and Deformation of Wigner Matrices ⋮ Subordination for the sum of two random matrices ⋮ Random perturbations of matrix polynomials
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
- The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
- Random matrices: universality of local eigenvalue statistics
- Central limit theorems for eigenvalues in a spiked population model
- Characteristic vectors of bordered matrices with infinite dimensions
- A CLT for a band matrix model
- Moderate deviations in a random graph and for the spectrum of Bernoulli random matrices
- The largest eigenvalues of finite rank deformation of large Wigner matrices: Convergence and nonuniversality of the fluctuations
- Spectral analysis of large dimensional random matrices
- The eigenvalues of random symmetric matrices
- No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- Moderate deviations for the spectral measure of certain random matrices.
- Concentration of the spectral measure for large matrices
- Universality at the edge of the spectrum in Wigner random matrices.
- Large deviations asymptotics for spherical integrals
- A Cramér type theorem for weighted random variables
- Large deviations for quadratic forms of stationary Gaussian processes
- Large deviations for weighted empirical mean with outliers
- Central limit theorems for eigenvalues of deformations of Wigner matrices
- Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
- The largest eigenvalue of rank one deformation of large Wigner matrices
- Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
- Large deviations of the maximum eigenvalue in Wishart random matrices
- On large deviations for the spectral measure of discrete Coulomb gas
- Bulk universality for Wigner matrices
- Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
- An Introduction to Random Matrices
- Eigenvalue Density of the Wishart Matrix and Large Deviations
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Aging of spherical spin glasses
This page was built for publication: Large deviations of the extreme eigenvalues of random deformations of matrices