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.
引用
收藏
页码:25 / 68
页数:44
相关论文
共 50 条
  • [31] The limiting distributions of large heavy Wigner and arbitrary random matrices
    Male, Camille
    JOURNAL OF FUNCTIONAL ANALYSIS, 2017, 272 (01) : 1 - 46
  • [32] Spectral norm bounds for block Markov chain random matrices
    Sanders, Jaron
    Senen-Cerda, Albert
    STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2023, 158 : 134 - 169
  • [33] The spectral norm of random inner-product kernel matrices
    Zhou Fan
    Andrea Montanari
    Probability Theory and Related Fields, 2019, 173 : 27 - 85
  • [34] The spectral norm of random inner-product kernel matrices
    Fan, Zhou
    Montanari, Andrea
    PROBABILITY THEORY AND RELATED FIELDS, 2019, 173 (1-2) : 27 - 85
  • [35] The Metrication of LPI Radar Waveforms Based on the Asymptotic Spectral Distribution of Wigner Matrices
    Chen, Jun
    Wang, Fei
    Zhou, Jianjiang
    2015 IEEE INTERNATIONAL SYMPOSIUM ON INFORMATION THEORY (ISIT), 2015, : 331 - 335
  • [36] SPECTRAL PROPERTIES OF RANDOM TRIANGULAR MATRICES
    Basu, Riddhipratim
    Bose, Arup
    Ganguly, Shirshendu
    Hazra, Rajat Subhra
    RANDOM MATRICES-THEORY AND APPLICATIONS, 2012, 1 (03)
  • [37] Spectral properties of embedded Gaussian unitary ensemble of random matrices with Wigner's SU(4) symmetry
    Vyas, Manan
    Kota, V. K. B.
    ANNALS OF PHYSICS, 2010, 325 (11) : 2451 - 2485
  • [38] Spectral properties of Jacobi matrices by asymptotic analysis
    Janas, J
    Moszynski, M
    JOURNAL OF APPROXIMATION THEORY, 2003, 120 (02) : 309 - 336
  • [39] THE SPECTRAL-RADIUS OF LARGE RANDOM MATRICES
    GEMAN, S
    ANNALS OF PROBABILITY, 1986, 14 (04): : 1318 - 1328
  • [40] Spectral large deviations of sparse random matrices
    Ganguly, Shirshendu
    Hiesmayr, Ella
    Nam, Kyeongsik
    JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES, 2024, 110 (01):