English

Large deviations for extreme eigenvalues of deformed Wigner random matrices

Probability 2023-03-22 v2

Abstract

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the deformation should be diagonal, and we assume that the laws of the entries have sharp sub-Gaussian Laplace transforms and satisfy certain concentration properties. For these latter ensembles we establish the large deviation principle in a restricted range (,xc)(-\infty, x_c), where xcx_c depends on the deformation only and can be infinite.

Keywords

Cite

@article{arxiv.1910.13566,
  title  = {Large deviations for extreme eigenvalues of deformed Wigner random matrices},
  author = {Benjamin McKenna},
  journal= {arXiv preprint arXiv:1910.13566},
  year   = {2023}
}

Comments

We thank Alice Guionnet and Ofer Zeitouni for explaining that one assumption in an early version of this paper was superfluous

R2 v1 2026-06-23T11:58:57.513Z