Abstract
We establish various small deviation inequalities for the extremal (soft edge) eigenvalues in the β-Hermite and β-Laguerre ensembles. In both settings, upper bounds on the variance of the largest eigenvalue of the anticipated order follow immediately. © 2010 Applied Probability Trust.
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APA
Ledoux, M., & Rider, B. (2010). Small deviations for beta ensembles. Electronic Journal of Probability, 15, 1319–1343. https://doi.org/10.1214/EJP.v15-798
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