A result on precise asymptotics for largest eigenvalues of β ensembles

被引:0
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作者
Junshan Xie
Jing Zhao
机构
[1] Henan University,College of Mathematics and Information
[2] Kaifeng Institute of Education,Department of Mathematics
关键词
ensembles; largest eigenvalue; moment convergence rate; general ; Tracy-Widom law;
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摘要
The paper focuses on the precise asymptotics of the largest eigenvalues of β-Hermite ensemble and β-Laguerre ensemble. In particular, we obtain a general law on the precise moment convergence rates for a type of weighted series constructed by the first-order conditional moment of the largest eigenvalues of β ensembles. The results are motivated by the complete convergence for partial sums of independent random variables. The proofs depend on the small deviations for largest eigenvalue of β ensembles and non-asymptotic tail probability inequalities of the general β Tracy-Widom law.
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