A result on precise asymptotics for largest eigenvalues of \(\beta\) ensembles

DOI10.1186/1029-242X-2014-408zbMath1333.60059WikidataQ59324573 ScholiaQ59324573MaRDI QIDQ257793

Junshan Xie, Jing Zhao

Publication date: 17 March 2016

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

zbMATH Keywords

largest eigenvalue\(\beta\) ensemblesgeneral \(\beta\) Tracy-Widom lawmoment convergence rate

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Cites Work

• Unnamed Item
• Unnamed Item
• A general law of moment convergence rates for uniform empirical process
• Small deviations for beta ensembles
• Precise asymptotics for random matrices and random growth models
• A general law of precise asymptotics for the complete moment convergence
• Level-spacing distributions and the Airy kernel
• The Calogero-Sutherland model and generalized classical polynomials
• Precise asymptotics in the Baum-Katz and Davis laws of large numbers
• On orthogonal and symplectic matrix ensembles
• The moment convergence rates for largest eigenvalues of \(\beta\) ensembles
• Second moment convergence rates for uniform empirical processes
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Matrix models for beta ensembles
• On the Numerical Evaluation of Distributions in Random Matrix Theory: A Review
• Convergence Rates in the Law of Large Numbers
• Complete Convergence and the Law of Large Numbers

This page was built for publication: A result on precise asymptotics for largest eigenvalues of \(\beta\) ensembles