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Random matrices: overcrowding estimates for the spectrum

Authors :
Nguyen, Hoi H.
Publication Year :
2017

Abstract

We address overcrowding estimates for the singular values of random iid matrices, as well as for the eigenvalues of random Wigner matrices. We show evidence of long range separation under arbitrary perturbation even in matrices of discrete entry distributions. In many cases our method yields nearly optimal bounds<br />Comment: 22 pages (replacing old title "Random matrices: repulsion in spectrum".), JFA (2018)

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1709.06682
Document Type :
Working Paper