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Electronic Journal of Probability
Article . 2022 . Peer-reviewed
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zbMATH Open
Article . 2022
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https://dx.doi.org/10.48550/ar...
Article . 2020
License: CC BY
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Large deviations for the largest eigenvalue of matrices with variance profiles

Authors: Husson, Jonathan;

Large deviations for the largest eigenvalue of matrices with variance profiles

Abstract

In this article we consider Wigner matrices $X_N$ with variance profiles (also called Wigner-type matrices) which are of the form $X_N(i,j) = σ(i/N,j/N) a_{i,j} / \sqrt{N}$ where $σ$ is a symmetric real positive function of $[0,1]^2$ and $σ$ 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 $σ$. These sub-Gaussian bounds are verified for example for Gaussian variables, Rademacher variables or uniform variables on $[- \sqrt{3}, \sqrt{3}]$.

43 pages, 3 figures

Keywords

60F10, 60B20, Random matrices (probabilistic aspects), Large deviations, Probability (math.PR), FOS: Mathematics, random matrices, large deviations, largest eigenvalue, Mathematics - Probability

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Top 10%
Average
Average
Green
gold