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 Electronic Journal of Probability > Vol. 15(2010) > Paper 41 open journal systems 


Small deviations for beta ensembles

Michel Ledoux, Universite de Toulouse
Brian Rider, University of Colorado, Boulder


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.


Full text: PDF

Pages: 1319-1343

Published on: August 23, 2010
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Electronic Journal of Probability. ISSN: 1083-6489