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2008 On the lower bound of the spectral norm of symmetric random matrices with independent entries
Sandrine Peche, Alexander Soshnikov
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Electron. Commun. Probab. 13: 280-290 (2008). DOI: 10.1214/ECP.v13-1376

Abstract

We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from below by $ 2 \sigma - o( N^{-6/11+\varepsilon}), $ where $\sigma^2 $ is the variance of the matrix entries and $\varepsilon $ is an arbitrary small positive number. Combining with our previous result from [7], this proves that for any $\varepsilon <0, \ $ one has $ \|A_N\| =2 \sigma + o( N^{-6/11+\varepsilon}) $ with probability going to $ 1 $ as $N \to \infty$.

Citation

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Sandrine Peche. Alexander Soshnikov. "On the lower bound of the spectral norm of symmetric random matrices with independent entries." Electron. Commun. Probab. 13 280 - 290, 2008. https://doi.org/10.1214/ECP.v13-1376

Information

Accepted: 1 June 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1189.15046
MathSciNet: MR2415136
Digital Object Identifier: 10.1214/ECP.v13-1376

Subjects:
Primary: 15A52
Secondary: 60C05

Keywords: spectral norm , Wigner random matrices

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