Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154178 | Statistics & Probability Letters | 2016 | 10 Pages |
Abstract
In this paper we consider the moderate deviation principles for the joint eigenvalues of ββ-Hermite and ββ-Laguerre ensembles when β→∞β→∞ with dimensions kk fixed. Our proofs rely on finite dimensional matrix perturbation theory and some exponential equivalence estimates.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Hui Jiang, Shaochen Wang,