@article{EJP798,
author = {Michel Ledoux and Brian Rider},
title = {Small Deviations for Beta Ensembles},
journal = {Electron. J. Probab.},
fjournal = {Electronic Journal of Probability},
volume = {15},
year = {2010},
keywords = {Random matrices, eigenvalues, small deviations},
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.},
pages = {no. 41, 1319-1343},
issn = {1083-6489},
doi = {10.1214/EJP.v15-798},
url = {http://ejp.ejpecp.org/article/view/798}}