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math.PR2018
Large deviations for the largest eigenvalue of the sum of two random matrices
Alice Guionnet, Mylène Maïda
In this paper, we consider the addition of two matrices in generic position, namely A + U BU * , where U is drawn under the Haar measure on the unitary or the orthogonal group. We…
math.PR2018
Large deviations for the largest eigenvalue of Rademacher matrices
Alice Guionnet, Jonathan Husson
In this article, we consider random Wigner matrices, that is symmetric matrices such that the subdiagonal entries of Xn are independent, centered, and with variance one except on t…