Large deviations for the smallest eigenvalue of a deformed GOE with an outlier
Fuente:
arXiv
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866910150424526848 |
|---|---|
| author | Boursier, Jeanne Guionnet, Alice |
| author_facet | Boursier, Jeanne Guionnet, Alice |
| contents | We establish a large deviation principle for the smallest eigenvalue of a random matrix model composed of the sum of a GOE matrix and a diagonal matrix with an outlier. Our result generalizes and unifies previously studied cases. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2408_09256 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Large deviations for the smallest eigenvalue of a deformed GOE with an outlier Boursier, Jeanne Guionnet, Alice Probability We establish a large deviation principle for the smallest eigenvalue of a random matrix model composed of the sum of a GOE matrix and a diagonal matrix with an outlier. Our result generalizes and unifies previously studied cases. |
| title | Large deviations for the smallest eigenvalue of a deformed GOE with an outlier |
| topic | Probability |
| url | https://arxiv.org/abs/2408.09256 |