O. Khorunzhiy
Published 2009-07-21, updated 2011-11-21Version 6
We consider an ensemble of nxn real symmetric random matrices A whose entries are determined by independent identically distributed random variables that have symmetric probability distribution. Assuming that the moment 12+2delta of these random variables exists, we prove that the probability distribution of the spectral norm of A rescaled to n^{-2/3} is bounded by a universal expression. The proof is based on the completed and modified version of the approach proposed and developed by Ya. Sinai and A. Soshnikov to study high moments of Wigner random matrices.
Comments: This version: misprints corrected, some parts of the proofs simplified, general presentation improved. The final version to appear in: Random Operators and Stoch. Equations
Journal: Random Operators and Stochastic Equations, Volume 20, 2012, pages 25-68
Some asymptotic properties of the spectrum of the Jacobi ensemble
High moments of the SHE in the clustering regimes
Weak Limit of the Geometric Sum of Independent But Not Identically Distributed Random Variables
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