Small deviation estimates for the largest eigenvalue of Wigner matrices
نویسندگان
چکیده
We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green function comparison along continuous interpolating matrix flow long time. Less also obtained in left tail.
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2023
ISSN: ['1573-9759', '1350-7265']
DOI: https://doi.org/10.3150/22-bej1490