Large deviations for weighted empirical mean with outliers

DOI10.1016/j.spa.2007.02.001zbMath1124.60028arXivmath/0605491MaRDI QIDQ2381966

Sandrine Péché, Jamal Najim, Mylène Maida

Publication date: 26 September 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605491

zbMATH Keywords

large deviations; spherical integrals; spiked models

Mathematics Subject Classification ID

15A18: Eigenvalues, singular values, and eigenvectors

60F10: Large deviations

15B52: Random matrices (algebraic aspects)

Related Items

Large deviations of the extreme eigenvalues of random deformations of matrices

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