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math.PR2025
LDP for the largest eigenvalue of Kronecker random matrices
Alice Guionnet, Jonathan Husson, Jana Reker
We prove a large deviations principle for the largest eigenvalue of Gaussian Kronecker matrices, namely matrices defined as the sum of tensors of independent Gaussian matrices in t…
math.PR2025
Global law of conjugate kernel random matrices with heavy-tailed weights
Alice Guionnet, Vanessa Piccolo
We study the asymptotic spectral distribution of the conjugate kernel random matrix , where arises from a two-layer neural network model. We consider the settin…