Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails
Probability
2016-10-11 v3
Abstract
We prove a large deviation principle for the largest eigenvalue of Wigner matrices without Gaussian tails, namely such that the distribution tails and behave like and respectively for some and . The large deviation principle is of speed and with a good rate function depending only on the tail distribution of the entries.
Cite
@article{arxiv.1502.07983,
title = {Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails},
author = {Fanny Augeri},
journal= {arXiv preprint arXiv:1502.07983},
year = {2016}
}