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UID:8508@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20241217T143000
DTEND;TZID=Europe/Paris:20241217T153000
DTSTAMP:20241210T155457Z
URL:https://www.i2m.univ-amu.fr/evenements/spectral-large-deviations-of-sp
 arse-random-matrices/
SUMMARY:Ella HIESMAYR (ENS Lyon): Spectral large deviations of sparse rando
 m matrices
DESCRIPTION:Ella HIESMAYR: Abstract: In this talk we consider the adjacency
  matrix of Erdős–Rényi graphs with constant average degree\, that are 
 equipped with i.i.d. edge weights. We determine the large deviations of th
 e largest eigenvalue for those graphs\, with particular interest in the ef
 fect of the weight distribution. To this end\, we consider random variable
 s that have lighter\, and heavier tails than the Gaussian distribution. Su
 rprisingly in the light-tailed case the rate function is universal\, where
 as in the heavy-tailed case it depends on the precise entry distribution\,
  and is given in the form of a variational problem. In our proofs we rely 
 on a precise analysis of the geometry of the graph\, as more general metho
 ds break down in this regime of sparsity.
CATEGORIES:Séminaire,Probabilités
LOCATION:I2M Saint-Charles - Salle de séminaire\, Université Aix-Marseill
 e\, Campus Saint-Charles\, 3 Place Victor Hugo\, Marseille\, 13003\, Franc
 e
X-APPLE-STRUCTURED-LOCATION;VALUE=URI;X-ADDRESS=Université Aix-Marseille\,
  Campus Saint-Charles\, 3 Place Victor Hugo\, Marseille\, 13003\, France;X
 -APPLE-RADIUS=100;X-TITLE=I2M Saint-Charles - Salle de séminaire:geo:0,0
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DTSTART:20241027T020000
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