Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles

DOI10.1214/EJP.v12-438zbMath1127.60022arXivmath/0609738MaRDI QIDQ2462004

Mylène Maida

Publication date: 23 November 2007

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

Full work available at URL: https://arxiv.org/abs/math/0609738

zbMATH Keywords

spectral radius; spiked models; Itzykson-Zuber integrals

Mathematics Subject Classification ID

60F10: Large deviations

15B52: Random matrices (algebraic aspects)

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