Augeri, Fanny On the large deviations of traces of random matrices. (English. French summary) Zbl 1417.60005 Ann. Inst. Henri Poincaré, Probab. Stat. 54, No. 4, 2239-2285 (2018). Summary: We present large deviations principles for the moments of the empirical spectral measure of Wigner matrices and empirical measure of \(\beta\)-ensembles in three cases: the case of \(\beta\)-ensembles associated with a convex potential with polynomial growth, the case of Gaussian Wigner matrices, and the case of Wigner matrices without Gaussian tails, that is Wigner matrices whose entries have tail distributions decreasing as \(e^{-ct^\alpha}\), for some constant \(c>0\) and with \(\alpha \in (0,2)\). Cited in 4 Documents MSC: 60B20 Random matrices (probabilistic aspects) 60F10 Large deviations Keywords:large deviations; Wigner matrices; \(\beta\)-ensembles × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid References: [1] G. W. Anderson, A. Guionnet and O. Zeitouni. 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