Tail sums of Wishart and GUE eigenvalues beyond the bulk edge

Abstract
Consider the classical Gaussian unitary ensemble of size and the real Wishart ensemble . In the limits as and , the expected number of eigenvalues that exit the upper bulk edge is less than one, 0.031 and 0.170 respectively, the latter number being independent of . These statements are consequences of quantitative bounds on tail sums of eigenvalues outside the bulk which are established here for applications in high dimensional covariance matrix estimation.
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