{"title":"Large deviations for spectral measures of some spiked matrices","authors":"Nathan Noiry, A. Rouault","doi":"10.1142/s2010326322500393","DOIUrl":null,"url":null,"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 et al. [Sum rules via large deviations, J. Funct. Anal. 270(2) (2016) 509–559]).","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2020-09-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1142/s2010326322500393","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
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 et al. [Sum rules via large deviations, J. Funct. Anal. 270(2) (2016) 509–559]).
我们证明了摄动(或尖刺)矩阵模型在摄动特征向量方向上的谱测量的大偏差原理。在研究的每个模型中，我们提供了两种方法，其中一种方法依赖于先前工作“通过大偏差求和规则”(Gamboa et al.[通过大偏差求和规则，J. Funct.])中导出的无扰动模型的大偏差原理。肛门。270(2)(2016)509-559]。
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