Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles

Mylène Maida

doi:10.1214/ejp.v12-438

Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles

Electronic Journal of Probability ◽

10.1214/ejp.v12-438 ◽

2007 ◽

Vol 12 (0) ◽

pp. 1131-1150 ◽

Cited By ~ 14

Author(s):

Mylène Maida

Keyword(s):

Large Deviations ◽

Largest Eigenvalue ◽

Rank One ◽

Gaussian Ensembles ◽

The Largest Eigenvalue

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The Largest Eigenvalue of Real Symmetric, Hermitian and Hermitian Self-dual Random Matrix Models with Rank One External Source, Part I

Journal of Statistical Physics ◽

10.1007/s10955-012-0417-x ◽

2012 ◽

Vol 146 (4) ◽

pp. 719-761 ◽

Cited By ~ 17

Author(s):

Dong Wang

Keyword(s):

Matrix Models ◽

Random Matrix ◽

External Source ◽

Largest Eigenvalue ◽

Rank One ◽

Random Matrix Models ◽

The Largest Eigenvalue

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Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails

Electronic Journal of Probability ◽

10.1214/16-ejp4146 ◽

2016 ◽

Vol 21 (0) ◽

Cited By ~ 2

Author(s):

Fanny Augeri

Keyword(s):

Large Deviations ◽

Large Deviations Principle ◽

Largest Eigenvalue ◽

Wigner Matrices ◽

The Largest Eigenvalue

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Large Deviations Principle for the Largest Eigenvalue of the Gaussian $$\beta $$β-Ensemble at High Temperature

Journal of Theoretical Probability ◽

10.1007/s10959-019-00882-4 ◽

2019 ◽

Vol 33 (1) ◽

pp. 428-443

Author(s):

Cambyse Pakzad

Keyword(s):

High Temperature ◽

Large Deviations ◽

Large Deviations Principle ◽

Largest Eigenvalue ◽

The Largest Eigenvalue

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Lower bounds for the largest eigenvalue of a symmetric matrix under perturbations of rank one

Linear and Multilinear Algebra ◽

10.1080/03081081003709827 ◽

2011 ◽

Vol 59 (5) ◽

pp. 565-569 ◽

Cited By ~ 4

Author(s):

Jacques Bénasséni

Keyword(s):

Lower Bounds ◽

Symmetric Matrix ◽

Largest Eigenvalue ◽

Rank One ◽

The Largest Eigenvalue

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The Distribution of the Largest Eigenvalue in the Gaussian Ensembles: β = 1, 2, 4

Calogero—Moser— Sutherland Models ◽

10.1007/978-1-4612-1206-5_29 ◽

2000 ◽

pp. 461-472 ◽

Cited By ~ 40

Author(s):

Craig A. Tracy ◽

Harold Widom

Keyword(s):

Largest Eigenvalue ◽

Gaussian Ensembles ◽

The Largest Eigenvalue

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Large deviations for the largest eigenvalue of the sum of two random matrices

Electronic Journal of Probability ◽

10.1214/19-ejp405 ◽

2020 ◽

Vol 25 (0) ◽

Author(s):

Alice Guionnet ◽

Mylène Maïda

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Largest Eigenvalue ◽

The Largest Eigenvalue

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The Largest Eigenvalue of Rank One Deformation of Large Wigner Matrices

Communications in Mathematical Physics ◽

10.1007/s00220-007-0209-3 ◽

2007 ◽

Vol 272 (1) ◽

pp. 185-228 ◽

Cited By ~ 52

Author(s):

Delphine Féral ◽

Sandrine Péché

Keyword(s):

Largest Eigenvalue ◽

Wigner Matrices ◽

Rank One ◽

The Largest Eigenvalue

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Holonomic Gradient Method for the Cumulative Distribution Function of the Largest Eigenvalue of a Complex Wishart Matrix with Noncentrality Matrix of Rank One

Recent Developments in Multivariate and Random Matrix Analysis ◽

10.1007/978-3-030-56773-6_6 ◽

2020 ◽

pp. 83-101

Author(s):

Yuta Fukasawa ◽

Akimichi Takemura

Keyword(s):

Distribution Function ◽

Gradient Method ◽

Cumulative Distribution Function ◽

Cumulative Distribution ◽

Wishart Matrix ◽

Largest Eigenvalue ◽

Rank One ◽

The Largest Eigenvalue

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Large deviations for the largest eigenvalue of Rademacher matrices

The Annals of Probability ◽

10.1214/19-aop1398 ◽

2020 ◽

Vol 48 (3) ◽

pp. 1436-1465

Author(s):

Alice Guionnet ◽

Jonathan Husson

Keyword(s):

Large Deviations ◽

Largest Eigenvalue ◽

The Largest Eigenvalue

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Large Deviations for the Largest Eigenvalue of Sub-Gaussian Matrices

Communications in Mathematical Physics ◽

10.1007/s00220-021-04027-9 ◽

2021 ◽

Author(s):

Fanny Augeri ◽

Alice Guionnet ◽

Jonathan Husson

Keyword(s):

Large Deviations ◽

Largest Eigenvalue ◽

The Largest Eigenvalue

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