Cover Image

Large deviations for macroscopic observables of heavy-tailed matrices

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Bordenave, Charles, Guionnet, Alice, Male, Camille
Format:	Preprint
Published:	2024
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Global law of conjugate kernel random matrices with heavy-tailed weights
by: Guionnet, Alice, et al.
Published: (2025)

Large deviations for the smallest eigenvalue of a deformed GOE with an outlier
by: Boursier, Jeanne, et al.
Published: (2024)

Large deviations for generalized Gibbs ensembles of the classical Toda chain
by: Guionnet, Alice, et al.
Published: (2021)

Large deviation principle for the largest eigenvalue of random matrices with a variance profile
by: Ducatez, Raphaël, et al.
Published: (2024)

Estimating rank-one matrices with mismatched prior and noise: universality and large deviations
by: Guionnet, Alice, et al.
Published: (2023)

Full large deviation principles for the largest eigenvalue of sub-Gaussian Wigner matrices
by: Cook, Nicholas A., et al.
Published: (2023)

About universality of large deviation principles for conjugacy invariant permutations
by: Guionnet, Alice, et al.
Published: (2023)

A traffic approach for profiled Pennington-Worah matrices
by: Dabo, Issa, et al.
Published: (2024)

Large deviations of the periodic Toda chain
by: Grava, Tamara, et al.
Published: (2026)

Outliers of perturbations of banded Toeplitz matrices
by: Bordenave, Charles, et al.
Published: (2024)

Sharp large deviation estimates for heavy-tailed extrema
by: Zapata, José M.
Published: (2025)

LDP for the largest eigenvalue of Kronecker random matrices
by: Guionnet, Alice, et al.
Published: (2025)

Asymptotics of Symmetric Polynomials: A Dynamical Point of view
by: Guionnet, Alice, et al.
Published: (2024)

Sample-path large deviations for a class of heavy-tailed Markov additive processes
by: Chen, Bohan, et al.
Published: (2020)

Freeness for tensors
by: Bonnin, Remi, et al.
Published: (2024)

Cutoff for geodesic paths on hyperbolic manifolds
by: Bordenave, Charles, et al.
Published: (2025)

Symmetric matrices with banded heavy tail noise: local law and eigenvector delocalization
by: Han, Yi
Published: (2023)

Finite rank perturbation of non-Hermitian random matrices: heavy tail and sparse regimes
by: Han, Yi
Published: (2024)

Upper tail large deviations for extremal eigenvalues of the real, complex and symplectic elliptic Ginibre matrices
by: Byun, Sung-Soo, et al.
Published: (2026)

Norm of matrix-valued polynomials in random unitaries and permutations
by: Bordenave, Charles, et al.
Published: (2023)

Strong asymptotic freeness for independent uniform variables on compact groups associated to non-trivial representations
by: Bordenave, Charles, et al.
Published: (2020)

Quantitative bounds for large deviations of heavy tailed random variables
by: Vogel, Quirin
Published: (2022)

Large deviations for random hives and the spectrum of the sum of two random matrices
by: Narayanan, Hariharan, et al.
Published: (2021)

Asymptotic expansion of beta matrix models in the multi-cut regime
by: Borot, Gaëtan, et al.
Published: (2013)

Matrix models at low temperature
by: Guionnet, Alice, et al.
Published: (2022)

Sparse graphs and their Benjamini-Schramm limits: a spectral tour
by: Bordenave, Charles
Published: (2025)

Large deviations for the largest singular value of sparse non-Hermitian matrices
by: Han, Hyungwon
Published: (2024)

Lower tail large deviations of the stochastic six vertex model
by: Das, Sayan, et al.
Published: (2024)

Upper tail large deviations of the directed landscape
by: Das, Sayan, et al.
Published: (2024)

Large deviations for the branching random walk with heavy-tailed associated random walk - a principle of one big jump
by: Stonner, Jakob
Published: (2026)

Clustering of large deviations events in heavy-tailed moving average processes: the catastrophe principle in the short-memory case
by: Wang, Jiaqi, et al.
Published: (2025)

One-sided large deviations for the ground-state energy of spin glasses
by: Chen, Hong-Bin, et al.
Published: (2026)

Large deviations of the empirical spectral measure of supercritical sparse Wigner matrices
by: Augeri, Fanny
Published: (2024)

Berry-Esseen bound and precise moderate deviations for products of random matrices
by: Xiao, Hui, et al.
Published: (2019)

Edgeworth expansion and large deviations for the coefficients of products of positive random matrices
by: Xiao, Hui, et al.
Published: (2022)

Large deviations for light-tailed Lévy bridges on short time scales
by: Högele, Michael A., et al.
Published: (2025)

Quadratic differentials and random walks on the dual graph of a pants decomposition
by: Bordenave, Charles, et al.
Published: (2026)

High-dimensional analysis of ridge regression for non-identically distributed data with a variance profile
by: Bigot, Jérémie, et al.
Published: (2024)

Low-rank Matrix Estimation with Inhomogeneous Noise
by: Guionnet, Alice, et al.
Published: (2022)

Background risk model in presence of heavy tails under dependence
by: Konstantinides, Dimitrios G., et al.
Published: (2024)