Large deviations for the largest eigenvalue of a polynomial in Gaussian matrices
Alice GuionnetJonathan HussonJana Reker
所有作者
Alice GuionnetJonathan HussonJana Reker
文献摘要
In this article, we prove that the spectrum, the norm, and the largest eigenvalue of a self-adjoint polynomial P in k independent matrices from the GOE satisfy a large deviation principle.