Small deviations for beta ensembles
Probability
2009-12-31 v1
Abstract
We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the beta-Hermite and beta-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order follow immediately.
Keywords
Cite
@article{arxiv.0912.5040,
title = {Small deviations for beta ensembles},
author = {Michel Ledoux and Brian Rider},
journal= {arXiv preprint arXiv:0912.5040},
year = {2009}
}