5 papers
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…
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…
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…
About universality of large deviation principles for conjugacy invariant permutations
Alice Guionnet, Mohamed Slim Kammoun
We prove the universality of the large deviations for conjugacy invariant permutations with few cycles. As an application, we establish the universality of large deviation at speed…
Asymptotic expansion of the partition function for -ensembles with complex potentials
Alice Guionnet, Karol Kozlowski, Alex Little
In this work we establish under certain hypotheses the asymptotic expansion of integrals of the form $$\mathcal{Z}_{N,Î}[V] \, = \, \int_{Î^N} \prod_{ a < b}^{N}(…