Moderate deviations for the eigenvalue counting function of Wigner matrices
classification
🧮 math.PR
keywords
matriceswignercountingeigenvaluefamiliesfunctionmoderateapplies
read the original abstract
We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval. The proof relies on fine asymptotics of the variance of the eigenvalue counting function of GUE matrices due to Gustavsson. The extension to large families of Wigner matrices is based on the Tao and Vu Four Moment Theorem and applies localization results by Erd\"os, Yau and Yin. Moreover we investigate families of covariance matrices as well.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.