English

Large deviations for the largest eigenvalue of matrices with variance profiles

Probability 2023-03-01 v4

Abstract

In this article we consider Wigner matrices XNX_N with variance profiles (also called Wigner-type matrices) which are of the form XN(i,j)=σ(i/N,j/N)ai,j/NX_N(i,j) = \sigma(i/N,j/N) a_{i,j} / \sqrt{N} where σ\sigma is a symmetric real positive function of [0,1]2[0,1]^2 and σ\sigma will be taken either continuous or piecewise constant. We prove a large deviation principle for the largest eigenvalue of those matrices under the same condition of sharp sub-Gaussian bound and for some other assumptions on σ\sigma. These sub-Gaussian bounds are verified for example for Gaussian variables, Rademacher variables or uniform variables on [3,3][- \sqrt{3}, \sqrt{3}].

Keywords

Cite

@article{arxiv.2002.01010,
  title  = {Large deviations for the largest eigenvalue of matrices with variance profiles},
  author = {Jonathan Husson},
  journal= {arXiv preprint arXiv:2002.01010},
  year   = {2023}
}

Comments

43 pages, 3 figures

R2 v1 2026-06-23T13:29:54.864Z