Past exam of the mathematics course of the University of Cambridge 2012 iii Paper 31 2 iv Solution Created 2026-10-03 Updated 2026-10-07
Put . Apply the Cauchy-Schwarz inequality to the average of the nonnegative eigenvalue differences, and then the Hoffman–Wielandt inequality:Taking nonnegative square roots gives the spectral Lipschitz bound from Frobenius distanceThe factor is essential: the empirical spectral measure has total mass , not .
Second moment bound for spectral truncation 2026-10-07
For a fixed mean-zero variance-one real entry law, centered truncation of a Wigner matrix satisfies , where . The spectral Lipschitz bound from Frobenius distance and Markov inequality give probability at most for a spectral test-function discrepancy exceeding . Thus works uniformly in matrix size. A varying entry-law family requires uniform second-moment tail decay instead.