Edge Fluctuations of Eigenvalues of Wigner Matrices

DOI10.1007/978-3-0348-0490-5_17zbMath1271.60014arXiv1203.2115OpenAlexW101412494MaRDI QIDQ2840343

Peter Eichelsbacher, Hanna Döring

Publication date: 18 July 2013

Published in: Progress in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.2115

zbMATH Keywords

large deviationsmoderate deviationsfour moment theoremWigner random matricesGaussian ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10)

Related Items (5)

The method of cumulants for the normal approximation ⋮ Precise deviations results for the maxima of some determinantal point processes: the upper tail ⋮ Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory ⋮ Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles ⋮ Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles

This page was built for publication: Edge Fluctuations of Eigenvalues of Wigner Matrices