{
  "id": "2009.12541",
  "version": "v1",
  "published": "2020-09-26T08:51:16.000Z",
  "updated": "2020-09-26T08:51:16.000Z",
  "title": "Large deviations for spectral measures of some spiked matrices",
  "authors": [
    "Nathan Noiry",
    "Alain Rouault"
  ],
  "comment": "27 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large deviations principle of unperturbed models derived in the previous work \"Sum rules via large deviations\" (Gamboa-Nagel-Rouault, JFA, 2016).",
  "revisions": [
    {
      "version": "v1",
      "updated": "2020-09-26T08:51:16.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60F10",
      "60G57",
      "15B52",
      "47B36"
    ],
    "keywords": [
      "spectral measures",
      "spiked matrices",
      "large deviations principle",
      "matrix models",
      "sum rules"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 27,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}