Small deviations for beta ensembles
classification
🧮 math.PR
keywords
ensemblessmallanticipatedbetabeta-hermitebeta-laguerreboundsdeviation
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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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