Large deviations for the largest eigenvalue of Rademacher matrices
نویسندگان
چکیده
منابع مشابه
Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails
We prove a large deviation principle for the largest eigenvalue of Wigner matrices without Gaussian tails, namely such that the distribution tails P(|X1,1| > t) and P(|X1,2| > t) behave like e−bt α and e−atα respectively for some a, b ∈ (0,+∞) and α ∈ (0, 2). The large deviation principle is of speed Nα/2 and with an explicit good rate function depending only on the tail distribution of the ent...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2020
ISSN: 0091-1798
DOI: 10.1214/19-aop1398