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Small Deviations for Beta Ensembles

  
@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}}