Large deviations for the largest eigenvalue of Rademacher matrices

DOI10.1214/19-AOP1398zbMath1444.60021arXiv1810.01188MaRDI QIDQ784177

Alice Guionnet, Jonathan Husson

Publication date: 31 July 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.01188

zbMATH Keywords

random matriceslarge deviationsWishart matrixWigner matrixRademacher law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

Related Items (max. 100)

Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices ⋮ Large deviations for the largest eigenvalue of matrices with variance profiles ⋮ Large deviations for the largest eigenvalue of sub-Gaussian matrices ⋮ Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ Asymptotics of rectangular spherical integrals ⋮ Upper tail of the spectral radius of sparse Erdös-Rényi graphs ⋮ Moderate deviations in cycle count ⋮ 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 ⋮ Richter's local limit theorem, its refinement, and related results ⋮ Rare events in random matrix theory ⋮ Large deviations of subgraph counts for sparse Erdős-Rényi graphs ⋮ Small deviation estimates for the largest eigenvalue of Wigner matrices ⋮ Large deviation principles via spherical integrals ⋮ Nonlinear large deviation bounds with applications to Wigner matrices and sparse Erdős-Rényi graphs ⋮ Asymptotics of k dimensional spherical integrals and applications ⋮ Spectral edge in sparse random graphs: upper and lower tail large deviations ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices ⋮ Large deviations for the largest eigenvalue of Gaussian networks with constant average degree

Cites Work

• Unnamed Item
• Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails
• Fluctuations of the extreme eigenvalues of finite rank deformations of random matrices
• A large deviation principle for Wigner matrices without Gaussian tails
• \(L_1\)-norm of combinations of products of independent random variables
• A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
• Convergence rate of expected spectral distributions of large random matrices. I: Wigner matrices
• Convergence rate of expected spectral distributions of large random matrices. II: Sample covariance matrices
• On the distribution of the roots of certain symmetric matrices
• Spectral analysis of large dimensional random matrices
• The analogues of entropy and of Fisher's information measure in free probability theory. V: Noncommutative Hilbert transforms
• The eigenvalues of random symmetric matrices
• No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• Concentration of the spectral measure for large matrices
• Isotropic local laws for sample covariance and generalized Wigner matrices
• Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
• Phase transition of the largest eigenvalue for nonnull complex sample covariance matrices
• Large Deviations of Extreme Eigenvalues of Random Matrices
• Large deviations of the maximum eigenvalue in Wishart random matrices
• Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
• An Introduction to Random Matrices
• Upper Tails for Edge Eigenvalues of Random Graphs
• Aging of spherical spin glasses

This page was built for publication: Large deviations for the largest eigenvalue of Rademacher matrices