High moments of large Wigner random matrices and asymptotic properties of the spectral norm

被引:8
|
作者
Khorunzhiy, Oleksiy [1 ]
机构
[1] Univ Versailles St Quentin, F-78035 Versailles, France
关键词
Random matrices; Wigner ensemble; eigenvalue distribution; spectral norm; universality;
D O I
10.1515/rose-2012-0002
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the Wigner ensemble of n x n real symmetric random matrices A((n)) whose entries are determined by independent identically distributed random variables {a(ij), i <= j} that have symmetric probability distribution with variance v(2) and study the asymptotic behavior of the spectral norm parallel to A((n))parallel to as n -> infinity. We prove that if the moment E|a(ij)|(12+2 delta)(0) with any strictly positive delta(0) exists, then the probability P{parallel to A((n))parallel to > 2v(1 + xn(-2/3))}, x > 0, is bounded in the limit of infinite n by an expression that does not depend on the details of the probability distribution of a(ij). The proof is based on the completed and modified version of the approach developed by Ya. Sinai and A. Soshnikov to study high moments of Wigner random matrices.
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页码:25 / 68
页数:44
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