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arXiv:2403.05413 [math.PR]AbstractReferencesReviewsResources

Large deviation principle for the largest eigenvalue of random matrices with a variance profile

Raphaël Ducatez, Jonathan Husson, Alice Guionnet

Published 2024-03-08Version 1

We establish large deviation principles for the largest eigenvalue of large random matrices with variance profiles.

Categories: math.PR
Subjects: 60B20, 60F10
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