Random matrices: overcrowding estimates for the spectrum
Probability
2018-10-09 v3
Abstract
We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete entry distributions. In many cases our method yields nearly optimal bounds
Cite
@article{arxiv.1709.06682,
title = {Random matrices: overcrowding estimates for the spectrum},
author = {Hoi H. Nguyen},
journal= {arXiv preprint arXiv:1709.06682},
year = {2018}
}
Comments
22 pages (replacing old title "Random matrices: repulsion in spectrum".), JFA (2018)