Upper tail large deviations for extremal eigenvalues of the real, complex and symplectic elliptic Ginibre matrices

Sung-Soo Byun, Yong-Woo Lee, Seungjoon Oh

We consider the elliptic Ginibre ensembles in the real, complex and symplectic symmetry classes. As the matrix size tends to infinity, we derive the asymptotic behaviour of the upp…