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arXiv · 2512.15953

LDP for the largest eigenvalue of Kronecker random matrices

Alice Guionnet·Jonathan Husson·Jana Reker
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Abstract

We prove a large deviations principle for the largest eigenvalue of Gaussian Kronecker matrices, namely matrices defined as the sum of tensors of independent Gaussian matrices in the regime where the dimension of the Gaussian matrices goes to infinity.

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Alice Guionnet, Jonathan Husson, Jana Reker. 2025-12-17. LDP for the largest eigenvalue of Kronecker random matrices. https://arxiv.org/abs/2512.15953

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