One-Sided Product-Scale Upper Bounds for Nested Complex Wishart Extremes

Abstract

I study the largest eigenvalue \(Λ_j\) of \(X^{(j)}(X^{(j)})^*\), where \(X^{(j)}\) is the \(M_j\times j\) northwest rectangle of one infinite complex Gaussian array. For two upper-tail events and, separately, for two lower-tail events at the largest-eigenvalue soft edge, I prove finite-\(N\) one-sided product-scale upper bounds for their joint probabilities. The logarithmic walls have polynomially small marginals, so an additive \(o(1)\) covariance estimate may be much larger than the vanishing product that must be controlled. Uniformly for levels in a short macroscopic window, bounded deterministic shifts, and separations at least \(N^{2/3+ε}\), each joint probability is at most \((1+o(1))\) times the product of its marginals. The classical \(N^{2/3}\) correlation window corresponds to order-one extended-Airy time; the theorem works at supercritical separation. Exact Laguerre operators along admissible row--column paths provide the finite-dimensional input. The upper-tail proof uses occupancy counts and cross-block trace estimates, whereas the lower-tail proof uses gap determinants, diagonal resolvents, and a Schur complement. I transfer the result between the half-integer Laguerre and physical rectangular normalizations and deduce intrinsic first- and second-moment estimates for separated sparse grids under the rarity, count-growth, spacing, and macroscopic-window budget.

92 pages