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Large Deviations for Spectral Measures of Some Spiked Matrices by Noiry, Nathan; Rouault, Alain is a scholarly article available to read on EtoBox.

What is Large Deviations for Spectral Measures of Some Spiked Matrices about?

We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large deviations principle of unperturbed models derived in the previous work "Sum rules via large deviations" (Gamboa-Nagel-Rouault, JFA, 2016).

Author

Noiry, Nathan; Rouault, Alain

Published

2020

Language

EN