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math.PR2025
Large deviations for the extremal eigenvalues of Ginibre ensembles
Yuanyuan Xu, Qiang Zeng
We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenv…
math.PR2025
On the spectral radius of the ratio of Girko matrices
Djalil Chafaï, David García-Zelada, Yuan Yuan Xu
Girko matrices have independent and identically distributed entries of mean zero and unit variance. In this note, we consider the random matrix model formed by the ratio of two ind…