Yi Han

Large deviations of the spectral radius of iid subgaussian random matrices

We study large deviations of the spectral radius of $X_n=n^{-1/2}(\xi_{ij})_{i,j=1}^n$, where the entries are iid, centered, variance-one, and subgaussian, with zero pseudovariance in the complex case. We write $\rho(X_n)$ for its spectral radius, i.e. the largest modulus among its eigenvalues. For every fixed $r>1$, w...