On Gaussian comparison inequality and its application to spectral analysis of large random matrices

DOI10.3150/16-BEJ912zbMath1429.60037arXiv1607.01853OpenAlexW2964022162MaRDI QIDQ1697032

Peng Zhang

Publication date: 15 February 2018

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.01853

zbMATH Keywords

spectral analysisrandom matrix theoryextreme value theoryGaussian comparison inequalityRoy's largest root test

Mathematics Subject Classification ID

Gaussian processes (60G15) Inequalities; stochastic orderings (60E15) Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70)

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