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Small Deviations for Beta Ensembles


 
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1. Title Title of document Small Deviations for Beta Ensembles
 
2. Creator Author's name, affiliation, country Michel Ledoux; Université de Toulouse; France
 
2. Creator Author's name, affiliation, country Brian Rider; University of Colorado Boulder; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random matrices, eigenvalues, small deviations
 
3. Subject Subject classification Primary 60B20; Secondary 60F99
 
4. Description 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) French ANR GRANDMA (Ledoux). NSF grant DMS-0645756 (Rider).
 
7. Date (YYYY-MM-DD) 2010-08-23
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/798
 
10. Identifier Digital Object Identifier 10.1214/EJP.v15-798
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 15
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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