Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles
From MaRDI portal
Publication:5107057
DOI10.1142/S2010326320500033zbMath1434.60021OpenAlexW2924645759MaRDI QIDQ5107057
Publication date: 22 April 2020
Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s2010326320500033
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Random matrices (probabilistic aspects) (60B20)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\)
- Small deviations for beta ensembles
- Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
- Approximation of rectangular beta-Laguerre ensembles and large deviations
- Spectral analysis of large dimensional random matrices
- Large deviations techniques and applications.
- Moderate deviations for the spectral measure of certain random matrices.
- On the distribution of the largest eigenvalue in principal components analysis
- Shape fluctuations and random matrices
- Asymptotic behavior for log-determinants of several non-Hermitian random matrices
- Edge Fluctuations of Eigenvalues of Wigner Matrices
- Moderate deviations for the eigenvalue counting function of Wigner matrices
- Beta ensembles, stochastic Airy spectrum, and a diffusion
- Large deviations of the maximum eigenvalue in Wishart random matrices
- Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
- Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
- Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES