Large Deviations Principle for the Largest Eigenvalue of the Gaussian $$\beta $$ β -Ensemble at High Temperature

Published 2019 View Full Article

Authors

Keywords

Large deviations principle, Random matrices, Gaussian <span class="InlineEquation" id="IEq9">$\beta $, Extreme eigenvalue, 60B20, 60F10

Journal

JOURNAL OF THEORETICAL PROBABILITY

Volume -, Issue -, Pages -

Publisher

Springer Nature

Online

2019-01-29

DOI

10.1007/s10959-019-00882-4

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