
arXiv: 2002.01010
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
60F10, 60B20, Random matrices (probabilistic aspects), Large deviations, Probability (math.PR), FOS: Mathematics, random matrices, large deviations, largest eigenvalue, Mathematics - Probability
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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