Large deviations of the extreme eigenvalues of random deformations of matrices

DOI10.1007/s00440-011-0382-3zbMath1261.15042arXiv1009.0135MaRDI 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

zbMATH Keywords

random matrices; spectral measure; large deviations; extreme eigenvalues

Mathematics Subject Classification ID

60B20: Random matrices (probabilistic aspects)

15A18: Eigenvalues, singular values, and eigenvectors

60F10: Large deviations

15B52: Random matrices (algebraic aspects)

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