LDP for the largest eigenvalue of Kronecker random matrices
Probability
2025-12-19 v1
Abstract
We prove a large deviations principle for the largest eigenvalue of Gaussian Kronecker matrices, namely matrices defined as the sum of tensors of independent Gaussian matrices in the regime where the dimension of the Gaussian matrices goes to infinity.
Cite
@article{arxiv.2512.15953,
title = {LDP for the largest eigenvalue of Kronecker random matrices},
author = {Alice Guionnet and Jonathan Husson and Jana Reker},
journal= {arXiv preprint arXiv:2512.15953},
year = {2025}
}
Comments
36 pages