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Paper detail

Small deviation estimates for the largest eigenvalue of Wigner matrices

We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green function comparison along a continuous interpolating matrix flow for a long time. Less precise estimates are also obtained in the left tail.

preprint2022arXivOpen access
László ErdősYuanyuan Xu
math.PRmath.STStatistics Theory
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László ErdősYuanyuan Xu

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