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arxiv: 2408.09256 · v3 · submitted 2024-08-17 · 🧮 math.PR

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Large deviations for the smallest eigenvalue of a deformed GOE with an outlier

Jeanne Boursier , Alice Guionnet
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classification 🧮 math.PR
keywords matrixeigenvaluelargeoutliersmallestcasescomposeddeformed
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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 generalizes and unifies previously studied cases.

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