LDP for the largest eigenvalue of Kronecker random matrices
Fuente:
arXiv
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| Hauptverfasser: | , , |
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| Format: | Preprint |
| Veröffentlicht: |
2025
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| _version_ | 1866914206420303872 |
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| author | Guionnet, Alice Husson, Jonathan Reker, Jana |
| author_facet | Guionnet, Alice Husson, Jonathan Reker, Jana |
| contents | We prove a large deviations principle for the largest eigenvalue of Gaussian Kronecker matrices, namely matrices defined as the sum of tensors of independent Gaussian matrices in the regime where the dimension of the Gaussian matrices goes to infinity. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2512_15953 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | LDP for the largest eigenvalue of Kronecker random matrices Guionnet, Alice Husson, Jonathan Reker, Jana Probability 60F10, 60B20, 15B52 We prove a large deviations principle for the largest eigenvalue of Gaussian Kronecker matrices, namely matrices defined as the sum of tensors of independent Gaussian matrices in the regime where the dimension of the Gaussian matrices goes to infinity. |
| title | LDP for the largest eigenvalue of Kronecker random matrices |
| topic | Probability 60F10, 60B20, 15B52 |
| url | https://arxiv.org/abs/2512.15953 |