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arXiv · 0912.5040

Small deviations for beta ensembles

Michel Ledoux·Brian Rider
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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.

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Michel Ledoux, Brian Rider. 2009-12-26. Small deviations for beta ensembles. https://arxiv.org/abs/0912.5040

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