Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails
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: Electronic Journal of Probability
سال: 2016
ISSN: 1083-6489
DOI: 10.1214/16-ejp4146