Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices
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Publication:829354
DOI10.1214/20-ECP343zbMath1462.60005arXiv1904.01820OpenAlexW3090387244MaRDI QIDQ829354
Publication date: 5 May 2021
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.01820
Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
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Large deviations for spectral measures of some spiked matrices ⋮ Asymptotics of rectangular spherical integrals ⋮ Asymptotics of k dimensional spherical integrals and applications ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices
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