The law of large numbers for the maximum of almost Gaussian log-correlated fields coming from random matrices

DOI10.1007/s00440-018-0832-2zbMath1447.60025arXiv1611.08885OpenAlexW2557957116WikidataQ114229370 ScholiaQ114229370MaRDI QIDQ1729694

Elliot Paquette, Gaultier Lambert

Publication date: 28 February 2019

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.08885

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Riemann-Hilbert problems in context of PDEs (35Q15)

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