Large deviations for the smallest eigenvalue of a deformed GOE with an outlier

2024/08/17 by Boursier, Jeanne, Guionnet, Alice · 1 citation
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2408.09256

Abstract

We establish a large deviation principle for the smallest eigenvalue of a random matrix model composed of the sum of a GOE matrix and a diagonal matrix with an outlier. Our result generalizes and unifies previously studied cases.

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