Small deviation estimates for the largest eigenvalue of Wigner matrices
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Cites work
- scientific article; zbMATH DE number 2149892 (Why is no real title available?)
- A Dynamical Approach to Random Matrix Theory
- A necessary and sufficient condition for edge universality of Wigner matrices
- A recursion formula for the moments of the Gaussian orthogonal ensemble
- A universality result for the smallest eigenvalues of certain sample covariance matrices
- An introduction to random matrices
- Anisotropic local laws for random matrices
- Correlated random matrices: band rigidity and edge universality
- Deviation Inequalities on Largest Eigenvalues
- Edge universality for deformed Wigner matrices
- Edge universality of beta ensembles
- Extremal eigenvalue correlations in the GUE minor process and a law of fractional logarithm
- Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
- Large deviations for extreme eigenvalues of deformed Wigner random matrices
- Large deviations for the largest eigenvalue of Rademacher matrices
- Large deviations for the largest eigenvalue of sub-Gaussian matrices
- Large deviations for the largest eigenvalue of the sum of two random matrices
- Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails
- Level-spacing distributions and the Airy kernel
- Local law and Tracy-Widom limit for sparse random matrices
- Mesoscopic eigenvalue statistics of Wigner matrices
- On orthogonal and symplectic matrix ensembles
- Optimal tail estimates for directed last passage site percolation with geometric random variables
- Performance of Statistical Tests for Single-Source Detection Using Random Matrix Theory
- Random matrices: Universality of local eigenvalue statistics up to the edge
- Rigidity of eigenvalues of generalized Wigner matrices
- Small deviations for beta ensembles
- Transition from Tracy-Widom to Gaussian fluctuations of extremal eigenvalues of sparse Erdős-Rényi graphs
- Universality at the edge of the spectrum in Wigner random matrices.
- Universality of covariance matrices
Cited in
(11)- Precise asymptotics for the spectral radius of a large random matrix
- Large deviations for the largest eigenvalue of sub-Gaussian matrices
- Gaussian beta ensembles: the perfect freezing transition and its characterization in terms of Beurling-Landau densities
- Large deviations for the largest eigenvalue of matrices with variance profiles
- Norm convergence rate for multivariate quadratic polynomials of Wigner matrices
- Small deviation estimates for the largest eigenvalue of Wigner matrices
- scientific article; zbMATH DE number 2149892 (Why is no real title available?)
- Harer-Zagier type recursion formula for the elliptic GinOE
- The largest eigenvalue of rank one deformation of large Wigner matrices
- Optimal tail estimates in -ensembles and applications to last passage percolation
- Convergence of the largest singular value of a polynomial in independent Wigner matrices
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