On the large deviations of traces of random matrices

DOI10.1214/17-AIHP870MaRDI QIDQ1633923zbMATH OpenWikidataFDO

Authors Fanny Augeri

Publication date 21 December 2018

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.03894, https://projecteuclid.org/euclid.aihp/1539849798

zbMATH Keywords

large deviationsWigner matrices\(\beta\)-ensembles

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20)

Abstract: We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of $$-ensembles in three cases : the case of Wigner matrices without Gaussian tails, that is Wigner matrices whose entries have tail distributions decreasing as $e^{-c{t}^{alpha}}$, for some constant $c>0$ and with $alphain(0,2)$, the case of Gaussian Wigner matrices, and the case of $$-ensembles associated with a convex potential with polynomial growth.

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Cited in

(20)

• A large deviation principle for Wigner matrices without Gaussian tails
• Large deviations for the largest eigenvalue of the sum of two random matrices
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