Article ID Journal Published Year Pages File Type
1154178 Statistics & Probability Letters 2016 10 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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