Large Deviations for the Largest Eigenvalue of Sub-Gaussian Matrices
نویسندگان
چکیده
We establish large deviations estimates for the largest eigenvalue of Wigner matrices with sub-Gaussian entries. Under technical assumptions, we show that deviation behavior is universal small deviations, in sense speed and rate function are same as case GOE. In contrast, regime very obtain a non-universal function, thus establishing existence transition between two different mechanisms.
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 2021
ISSN: ['0010-3616', '1432-0916']
DOI: https://doi.org/10.1007/s00220-021-04027-9