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2010 Small Deviations for Beta Ensembles
Michel Ledoux, Brian Rider
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Electron. J. Probab. 15: 1319-1343 (2010). DOI: 10.1214/EJP.v15-798

Abstract

We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the beta-Hermite and beta-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order follow immediately.

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Michel Ledoux. Brian Rider. "Small Deviations for Beta Ensembles." Electron. J. Probab. 15 1319 - 1343, 2010. https://doi.org/10.1214/EJP.v15-798

Information

Accepted: 23 August 2010; Published: 2010
First available in Project Euclid: 1 June 2016

zbMATH: 1228.60015
MathSciNet: MR2678393
Digital Object Identifier: 10.1214/EJP.v15-798

Subjects:
Primary: 60B20
Secondary: 60F99

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Vol.15 • 2010
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