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More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles

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Part of the Lecture Notes in Mathematics book series (SEMPROBAB,volume 1899)

We illustrate one further use of hypercontractivity to non-asymptotic small deviation inequalities on the largest eigenvalue of non-null Wishart matrices and deformed orthogonal polynomial ensembles.

Keywords

  • Random Matrice
  • Large Eigenvalue
  • Wishart Matrix
  • Sample Covariance Matrice
  • Gaussian Unitary Ensemble

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© 2007 Springer-VerlagBerlinHeidelberg

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Ledoux, M. (2007). More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles. In: Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (eds) Séminaire de Probabilités XL. Lecture Notes in Mathematics, vol 1899. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-71189-6_11

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