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Article Dans Une Revue Electronic Journal of Probability Année : 2010

Small deviations for beta ensembles

Brian Rider
  • Fonction : Auteur

Résumé

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.

Dates et versions

hal-00629692 , version 1 (06-10-2011)

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Michel Ledoux, Brian Rider. Small deviations for beta ensembles. Electronic Journal of Probability, 2010, 15 (41), pp.1319-1343. ⟨10.1214/EJP.v15-798⟩. ⟨hal-00629692⟩
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