Large deviations for the extremal eigenvalues of Ginibre ensembles

Yuanyuan Xu; Qiang Zeng

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arXiv · 2512.12711

Large deviations for the extremal eigenvalues of Ginibre ensembles

Yuanyuan Xu·Qiang Zeng

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Abstract

We establish large deviation principles for the extremal eigenvalues of the Ginibre ensembles with good rate functions. In contrast to the typical estimates for the extremal eigenvalues, the large deviations for the real Ginibre ensemble come from the eigenvalues lying on the real line. Moreover, we also derive deviation estimates for the second leading term in the asymptotic expansion of the extremal eigenvalues. These polynomially small deviation estimates are universal for any i.i.d. matrices under a mild moment condition.

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Yuanyuan Xu, Qiang Zeng. 2025-12-14. Large deviations for the extremal eigenvalues of Ginibre ensembles. https://arxiv.org/abs/2512.12711

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