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Bibliographic Details
Main Authors: Xu, Yuanyuan, Zeng, Qiang
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2512.12711
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Table of Contents:
  • We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble come from the eigenvalues lying on the real line. Moreover, we also derive deviation estimates for the second leading term in the asymptotic expansion of the extremal eigenvalues. These polynomially small deviation estimates are universal for any i.i.d. matrices under a mild moment condition.