Large deviations for extreme eigenvalues of deformed Wigner random matrices
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Publication:2042831
DOI10.1214/20-EJP571zbMATH Open1472.60012arXiv1910.13566OpenAlexW3159525336MaRDI QIDQ2042831FDOQ2042831
Authors: Benjamin Mckenna 
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Abstract: We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the deformation should be diagonal, and we assume that the laws of the entries have sharp sub-Gaussian Laplace transforms and satisfy certain concentration properties. For these latter ensembles we establish the large deviation principle in a restricted range , where depends on the deformation only and can be infinite.
Full work available at URL: https://arxiv.org/abs/1910.13566
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Large deviations (60F10) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)
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