S¨¦minaire de Probabilit¨¦s XXXVII

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• 作者：Michel Ledoux
• 刊名：Lecture Notes in Mathematics
• 出版年：2003
• 出版时间：2003
• 年：2003
• 卷：1832
• 期：1
• 页码：pp.290-332
• 全文大小：487 KB

文摘

We point out a simple argument relying on hypercontractivity to describe tail inequalities on the distribution of the largest eigenvalues of random matrices at the rate given by the Tracy–Widom distribution. The result is illustrated on the known examples of the Gaussian and Laguerre unitary ensembles. The argument may be applied to describe the generic tail behavior of eigenfunction measures of hypercontractive operators.