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math.PR2026
Optimal upper tail estimates for the edge eigenvalues of -ensembles
Jnaneshwar Baslingker
Hermite and Laguerre -ensembles are important and well studied models in random matrix theory, with the special cases corresponding to classical matrix ensembles. Alth…
math.PR2026
On the monotonicity of average singular values of complex Gaussian random matrices
Jnaneshwar Baslingker, Biltu Dan
We prove that the normalized -th moment of the Laguerre unitary ensemble, as a function of the dimension, is decreasing for fixed and increasing for f…
math.PR2026
The Efron-Stein inequality for identically distributed pairs
Jnaneshwar Baslingker, Bálint Virág
We prove that the classical Efron--Stein inequality holds for independent exchangeable pairs \((X_i,Y_i)\). The same inequality fails for independent identically distributed pairs;…