{ "id": "2112.12093", "version": "v2", "published": "2021-12-22T17:52:45.000Z", "updated": "2022-03-31T20:53:08.000Z", "title": "Small deviation estimates for the largest eigenvalue of Wigner matrices", "authors": [ "László Erdős", "Yuanyuan Xu" ], "comment": "Minor update", "categories": [ "math.PR", "math.ST", "stat.TH" ], "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.", "revisions": [ { "version": "v2", "updated": "2022-03-31T20:53:08.000Z" } ], "analyses": { "subjects": [ "15B52", "60B20" ], "keywords": [ "largest eigenvalue", "wigner matrices", "precise right-tail small deviation estimates", "establish precise right-tail small deviation", "complex hermitian matrices" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }