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20232025
most citedLarge deviation principle for the largest eigenvalue of random matrices with a variance profile

2 citations · 3 across the 7 of their papers we have counts for

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math.PR2024

Large deviations for macroscopic observables of heavy-tailed matrices

Charles Bordenave, Alice Guionnet, Camille Male

We consider a finite collection of independent Hermitian heavy-tailed random matrices of growing dimension. Our model includes the Lévy matrices proposed by Bouchaud and Cizeau, as…

math.PR2024

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

Jeanne Boursier, Alice Guionnet

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…

math.PR2024★ 2 cited

Large deviation principle for the largest eigenvalue of random matrices with a variance profile

Raphaël Ducatez, Alice Guionnet, Jonathan Husson

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles. For , we consider random symmetric…