Small deviation estimates for the largest eigenvalue of Wigner matrices

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2112.12093

zbMATH Keywords

largest eigenvalue Wigner matrix small deviation Tracy-Widom law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

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