TY - JOUR
AB - 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.
AU - Erdös, László
AU - Xu, Yuanyuan
ID - 12707
IS - 2
JF - Bernoulli
SN - 1350-7265
TI - Small deviation estimates for the largest eigenvalue of Wigner matrices
VL - 29
ER -