1 research outputs found
Large deviations of the maximal eigenvalue of random matrices
We present detailed computations of the 'at least finite' terms (three
dominant orders) of the free energy in a one-cut matrix model with a hard edge
a, in beta-ensembles, with any polynomial potential. beta is a positive number,
so not restricted to the standard values beta = 1 (hermitian matrices), beta =
1/2 (symmetric matrices), beta = 2 (quaternionic self-dual matrices). This
model allows to study the statistic of the maximum eigenvalue of random
matrices. We compute the large deviation function to the left of the expected
maximum. We specialize our results to the gaussian beta-ensembles and check
them numerically. Our method is based on general results and procedures already
developed in the literature to solve the Pastur equations (also called "loop
equations"). It allows to compute the left tail of the analog of Tracy-Widom
laws for any beta, including the constant term.Comment: 62 pages, 4 figures, pdflatex ; v2 bibliography corrected ; v3 typos
corrected and preprint added ; v4 few more numbers adde