English

Large deviations for the extremal eigenvalues of Ginibre ensembles

Probability 2025-12-16 v1

Abstract

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.

Keywords

Cite

@article{arxiv.2512.12711,
  title  = {Large deviations for the extremal eigenvalues of Ginibre ensembles},
  author = {Yuanyuan Xu and Qiang Zeng},
  journal= {arXiv preprint arXiv:2512.12711},
  year   = {2025}
}

Comments

16 pages, 2 figures

R2 v1 2026-07-01T08:24:03.819Z