English

Full large deviation principles for the largest eigenvalue of sub-Gaussian Wigner matrices

Probability 2026-04-16 v3

Abstract

We establish precise upper-tail asymptotics and large deviation principles for the rightmost eigenvalue λ1\lambda_1 of Wigner matrices with sub-Gaussian entries. In contrast to the case of heavier tails, where deviations of λ1\lambda_1 are due to the appearance of a few large entries, and the sharp sub-Gaussian case that is governed by the collective deviation of entries in a delocalized rank-one pattern, we show that the general sub-Gaussian case is determined by a mixture of localized and delocalized effects. Our key result is a finite-NN approximation for the upper tail of λ1\lambda_1 by an optimization problem involving \emph{restricted annealed free energies} for a spherical spin glass model. This new type of argument allows us to derive full large deviation principles when the log-Laplace transform of the entries' distribution μ\mu has bounded second derivative, whereas previous results required much more restrictive assumptions, namely sharp sub-Gaussianity and symmetry, or only covered certain ranges of deviations. We show that the sharp sub-Gaussian condition characterizes measures μ\mu for which the rate function coincides with that of the Gaussian Orthogonal Ensemble (GOE). When μ\mu is not sharp sub-Gaussian, at a certain distance from the bulk of the spectrum there is a transition from the GOE rate function to a non-universal rate function depending on μ\mu, and this transition coincides with the onset of a localization phenomenon for the associated eigenvector.

Keywords

Cite

@article{arxiv.2302.14823,
  title  = {Full large deviation principles for the largest eigenvalue of sub-Gaussian Wigner matrices},
  author = {Nicholas A. Cook and Raphael Ducatez and Alice Guionnet},
  journal= {arXiv preprint arXiv:2302.14823},
  year   = {2026}
}

Comments

Section 4 on proof ideas substantially revised. Other minor revisions in response to referee comments. 120 pp, 2 figures

R2 v1 2026-06-28T08:52:14.259Z