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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DOI: https://doi.org/10.1007/978-3-540-71189-6_11
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-71188-9
Online ISBN: 978-3-540-71189-6
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