Moderate deviations for the eigenvalue counting function of Wigner matrices

zbMath1277.60014arXiv1104.0221MaRDI QIDQ2866823

Peter Eichelsbacher, Hanna Döring

Publication date: 9 December 2013

Full work available at URL: https://arxiv.org/abs/1104.0221

zbMATH Keywords

large deviationsmoderate deviationscovariance matricesfour moment theoremWigner random matricesGaussian ensembles

Mathematics Subject Classification ID

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

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