Large deviations for the smallest eigenvalue of a deformed GOE with an outlier
Probability
2026-04-22 v3
Abstract
We establish a large deviation principle for the smallest eigenvalue of a random matrix model composed of the sum of a GOE matrix and a diagonal matrix with an outlier. Our result generalizes and unifies previously studied cases.
Cite
@article{arxiv.2408.09256,
title = {Large deviations for the smallest eigenvalue of a deformed GOE with an outlier},
author = {Jeanne Boursier and Alice Guionnet},
journal= {arXiv preprint arXiv:2408.09256},
year = {2026}
}