Graduate Thesis Or Dissertation

 

Small Deviations for the Beta Jacobi Ensemble Public Deposited

https://scholar.colorado.edu/concern/graduate_thesis_or_dissertations/r207tp36h
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.
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  • 2012
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  • 2019-11-16
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