EVENT DETAILS AND ABSTRACT

Title: Large deviations for extreme eigenvalues of deformed Wigner random matrices
Speaker: Ben McKenna
Speaker Info: Courant Institute
Brief Description:
Special Note:
Abstract:

Noisy data is frequently modeled using the random matrix A + B, where A is a deterministic ``signal'' and B is a Wigner matrix, for example drawn from the Gaussian orthogonal ensemble. We will give a large deviation principle for the largest eigenvalue of this model. This generalizes and builds on the seminal result of Ben Arous-Dembo-Guionnet and a more recent advance by Guionnet-Husson.