A Remark on Hypercontractivity and Tail Inequalities for the Largest Eigenvalues of Random Matrices
نویسنده
چکیده
We point out a simple argument relying on hypercontractivity to describe tail inequalities on the distribution of the largest eigenvalues of random matrices at the rate given by the Tracy–Widom distribution. The result is illustrated on the known examples of the Gaussian and Laguerre unitary ensembles. The argument may be applied to describe the generic tail behavior of eigenfunction measures of hypercontractive operators.
منابع مشابه
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