Date of Award

Spring 1-1-2012

Document Type

Dissertation

Degree Name

Doctor of Philosophy (PhD)

Department

Mathematics

First Advisor

Brian Rider

Second Advisor

Florian Sobieczky

Abstract

This dissertation establishes various small deviation inequalities for the largest eigenvalue of the β-Jacobi Ensemble when β ≥ 1. Upper bounds for the right and left tails are found be in line with the shape of the Tracy-Widom Distribution. From these small deviation bounds, an upper bound on the variance of the largest eigenvalue is derived. This bound is in accordance with known limit theorems.

Included in

Mathematics Commons

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