Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\)

DOI10.1016/j.spl.2016.06.009zbMath1375.60069OpenAlexW2439236375MaRDI QIDQ312083

Shaochen Wang, Hui Jiang

Publication date: 13 September 2016

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2016.06.009

zbMATH Keywords

eigenvaluesmoderate deviations\(\beta\)-Hermite ensembles\(\beta\)-Laguerre ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

Related Items (1)

Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles

Cites Work

• Delta method in large deviations and moderate deviations for estimators
• Spectral analysis of large dimensional random matrices
• On the distribution of the largest eigenvalue in principal components analysis
• Shape fluctuations and random matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• Moderate deviations and central limit theorem for small perturbation Wishart processes
• Eigenvalues of Hermite and Laguerre ensembles: large beta asymptotics
• An Introduction to Random Matrices
• Unnamed Item

This page was built for publication: Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\)