Deviation Inequalities on Largest Eigenvalues

نویسنده

  • M. Ledoux
چکیده

In these notes, we survey developments on the asymptotic behavior of the largest eigenvalues of random matrix and random growth models, and describe the corresponding known non-asymptotic exponential bounds. We then discuss some elementary and accessible tools from measure concentration and functional analysis to reach some of these quantitative inequalities at the correct small deviation rate of the fluctuation theorems. Results in this direction are rather fragmentary. For simplicity, we mostly restrict ourselves to Gaussian models.

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تاریخ انتشار 2005