Large deviations of the maximum eigenvalue in Wishart random matrices
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Publication:3435886
DOI10.1088/1751-8113/40/16/005zbMath1115.15019arXivcond-mat/0701371MaRDI QIDQ3435886
Satya N. Majumdar, Pierpaolo Vivo, Oriol Bohigas
Publication date: 7 May 2007
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0701371
large deviation; largest eigenvalue; average spectral density; positive definite random matrices; Wishart (Laguerre) ensemble
15A18: Eigenvalues, singular values, and eigenvectors
60F10: Large deviations
15B52: Random matrices (algebraic aspects)
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