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Moderate deviations for the spectral measure of certain random matrices.

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Publication:1413102
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zbMath1038.60027MaRDI QIDQ1413102

Amir Dembo, Ofer Zeitouni, Alice Guionnet

Publication date: 16 November 2003

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2003__39_6_1013_0


zbMATH Keywords

random matriceslimit theorems


Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)


Related Items (6)

Tridiagonal random matrix: Gaussian fluctuations and deviations ⋮ Slow movement of a random walk on the range of a random walk in the presence of an external field ⋮ Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices ⋮ Large deviations of the extreme eigenvalues of random deformations of matrices ⋮ Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles ⋮ Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles




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