Résumé : We consider independent Hermitian heavy-tailed random matrices. Our model includes the Lévy matrices as well as sparse random matrices with O(1) non-zero entries per row. By representing these matrices as weighted graphs, we derive a large deviation principle for key macroscopic observables. Specifically, we focus on the empirical distribution of eigenvalues, the joint neighborhood distribution, and the joint traffic distribution. As an application, we define a notion of microstates entropy for traffic distribution which is additive under free traffic convolution.

Mots-Clés : random matrices; large deviations; free probability