On the large deviations of traces of random matrices

Abstract

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 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 $\alpha \in (0,2)$, the case of Gaussian Wigner matrices, and the case of $\beta$-ensembles associated with a convex potential with polynomial growth.