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UID:8699@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20250930T143000
DTEND;TZID=Europe/Paris:20250930T153000
DTSTAMP:20250924T122647Z
URL:https://www.i2m.univ-amu.fr/evenements/tba-233/
SUMMARY:Jana REKER (ENS Lyon): Large Deviations for the Largest Eigenvalue 
 of Gaussian Kronecker Random Matrices
DESCRIPTION:Jana REKER: We consider Gaussian Kronecker random matrices of t
 he 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) determinist
 ic $L\\times L$ matrices\, $W_1\,\\dots\,W_k$ are sampled independently fr
 om 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 eigen
 value in the regime where the dimension of the Gaussian matrices goes to i
 nfinity. The talk is based on joint work (in progress) with A. Guionnet an
 d J. Husson.
CATEGORIES:Séminaire,ALEA,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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TZID:Europe/Paris
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DTSTART:20250330T030000
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