Probability Seminar: Large Deviations of the largest eigenvalue of supercritical sparse Wigner matrices

Probability Seminar: Large Deviations of the largest eigenvalue of supercritical sparse Wigner matrices

Probability Seminar
Feb 8, 2023, 03:10 PM - 04:00 PM | 340 Evans Hall | Happening As Scheduled
Anirban Basak, International Centre for Theoretical Sciences

Let $X$ be an $n times n$ sparse random symmetric matrix that is a Hadamard product of $G$ and $\Xi$, where $G$ is a Wigner matrix with centered sub-Gaussian entries (the distribution of the diagonals is allowed to be different) and $\Xi$ is a symmetric matrix with i.i.d. Bernoulli $p$ entries on and above the diagonal positions. In this talk, we will discuss the large deviations of the largest...