论文标题

一些尖峰矩阵的光谱测量的巨大偏差

Large deviations for spectral measures of some spiked matrices

论文作者

Noiry, Nathan, Rouault, Alain

论文摘要

我们证明了沿扰动特征向量方向的扰动(或尖刺)基质模型的光谱测量的巨大偏差原理。在每个正在研究的模型中,我们提供两种方法,其中一种依赖于先前工作“通过大偏差的总和规则”中的不受干扰模型的大偏差原则(Gamboa-Nagel-Rouault,JFA,2016年)。

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-Nagel-Rouault, JFA, 2016).

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