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Aix-Marseille Université
Institut de Mathématiques de Marseille (I2M) - UMR 7373
Site Saint-Charles : 3 place Victor Hugo, Case 19, 13331 Marseille Cedex 3
Site Luminy : Campus de Luminy - Case 907 - 13288 Marseille Cedex 9

Séminaire

Large Deviations for the Largest Eigenvalue of Gaussian Kronecker Random Matrices

Jana REKER
ENS Lyon

Date(s) : 30/09/2025   iCal
14h30 - 15h30

We consider Gaussian Kronecker random matrices of the form $X^{(N)}:=\sum_{j=1}^k A_j\otimes W_j+A_0\otimes I_N$, where $A_0,\dots,A_k$ are real symmetric (resp. complex Hermitian) deterministic $L\times L$ matrices, $W_1,\dots,W_k$ are sampled independently from the GOE (resp. GUE) of size $N\times N$, and I_N denotes identity. In this setting, we show a large deviations principle for the largest eigenvalue in the regime where the dimension of the Gaussian matrices goes to infinity. The talk is based on joint work (in progress) with A. Guionnet and J. Husson.

Emplacement
I2M Saint-Charles - Salle de séminaire

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