Small deviations for beta ensembles

Details Small deviations for beta ensembles Small deviations for beta ensembles

2009-12-26

arxiv.org/abs/0912.5040v1

Mathematics

Probability

Scientific paper

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.

Affiliated with

Also associated with

No associations

Rating

Small deviations for beta ensembles does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Small deviations for beta ensembles, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Small deviations for beta ensembles will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-567376