A large deviation principle for Wigner matrices without Gaussian tails
From MaRDI portal
Publication:471151
DOI10.1214/13-AOP866zbMath1330.60012arXiv1207.5570MaRDI QIDQ471151
Pietro Caputo, Charles Bordenave
Publication date: 14 November 2014
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.5570
free convolutionrandom matricesspectral measurelarge deviationslocal weak convergencerandom networks
Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Spectrum, resolvent (47A10) Random matrices (algebraic aspects) (15B52)
Related Items
Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices ⋮ On the large deviations of traces of random matrices ⋮ Large deviations for the largest eigenvalue of matrices with variance profiles ⋮ Large deviations for the largest eigenvalue of sub-Gaussian matrices ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ Upper tail of the spectral radius of sparse Erdös-Rényi graphs ⋮ Bernoulli random matrices ⋮ Upper Tails for Edge Eigenvalues of Random Graphs ⋮ Universality: random matrices, random geometry and SPDEs. Abstracts from the workshop held May 29 -- June 4, 2022 ⋮ Rare events in random matrix theory ⋮ Exponential growth of random determinants beyond invariance ⋮ The largest root of random Kac polynomials is heavy tailed ⋮ Large deviations of empirical measures of diffusions in weighted topologies ⋮ Spectral edge in sparse random graphs: upper and lower tail large deviations ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices ⋮ Large deviations of empirical neighborhood distribution in sparse random graphs ⋮ Large deviations for the largest eigenvalue of Rademacher matrices ⋮ Large deviations for the largest eigenvalue of Gaussian networks with constant average degree ⋮ Large deviation principle for the maximal eigenvalue of inhomogeneous Erdős-Rényi random graphs