31
6
v1v2 (latest)

Small deviation estimates for the largest eigenvalue of Wigner matrices

Abstract

We establish precise right-tail small deviation estimates for the largest eigenvalue of real symmetric and complex Hermitian matrices whose entries are independent random variables with uniformly bounded moments. The proof relies on a Green function comparison along a continuous interpolating matrix flow for a long time. Less precise estimates are also obtained in the left tail.

View on arXiv
Comments on this paper