Small deviation estimates for the largest eigenvalue of Wigner matrices
Author:
Affiliation:
1. Am Campus 1, IST Austria, Klosterneuburg, Austria
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference34 articles.
1. Anderson, G.W., Guionnet, A. and Zeitouni, O. (2010). An Introduction to Random Matrices. Cambridge Studies in Advanced Mathematics 118. Cambridge: Cambridge Univ. Press.
2. Erdős, L., Yau, H.-T. and Yin, J. (2012). Rigidity of eigenvalues of generalized Wigner matrices. Adv. Math. 229 1435–1515. 10.1016/j.aim.2011.12.010
3. Knowles, A. and Yin, J. (2017). Anisotropic local laws for random matrices. Probab. Theory Related Fields 169 257–352. 10.1007/s00440-016-0730-4
4. Lee, J.O. and Yin, J. (2014). A necessary and sufficient condition for edge universality of Wigner matrices. Duke Math. J. 163 117–173. 10.1215/00127094-2414767
5. Pillai, N.S. and Yin, J. (2014). Universality of covariance matrices. Ann. Appl. Probab. 24 935–1001. 10.1214/13-AAP939
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Norm convergence rate for multivariate quadratic polynomials of Wigner matrices;Journal of Functional Analysis;2024-12
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