Small Deviations for Beta Ensembles
نویسندگان
چکیده
منابع مشابه
Small deviations for beta ensembles
We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the β-Hermite and β-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order follow immediately.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2010
ISSN: 1083-6489
DOI: 10.1214/ejp.v15-798