Large deviations for the largest eigenvalue of matrices with variance profiles
Probability
2023-03-01 v4
Abstract
In this article we consider Wigner matrices with variance profiles (also called Wigner-type matrices) which are of the form where is a symmetric real positive function of and 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 . These sub-Gaussian bounds are verified for example for Gaussian variables, Rademacher variables or uniform variables on .
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