Large deviations asymptotics for spherical integrals
From MaRDI portal
Publication:1604555
DOI10.1006/jfan.2001.3833zbMath1002.60021OpenAlexW1982087313MaRDI QIDQ1604555
Publication date: 4 July 2002
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jfan.2001.3833
Free probability and free operator algebras (46L54) Large deviations (60F10) Noncommutative measure and integration (46L51) Random matrices (algebraic aspects) (15B52)
Related Items
Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies ⋮ Commutators of random matrices from the unitary and orthogonal groups ⋮ Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models ⋮ High temperature asymptotics of orthogonal mean-field spin glasses ⋮ Addendum to: Large deviations asymptotics for spherical integrals ⋮ Formal Matrix Integrals and Combinatorics of Maps ⋮ Limit shape and height fluctuations of random perfect matchings on square-hexagon lattices ⋮ Asymptotics of unitary and orthogonal matrix integrals ⋮ Mean field games. II: Finite horizon and optimal control ⋮ Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ Perturbative construction of mean-field equations in extensive-rank matrix factorization and denoising ⋮ Asymptotics of rectangular spherical integrals ⋮ Large deviations of the extreme eigenvalues of random deformations of matrices ⋮ Bernoulli random matrices ⋮ Rare events in random matrix theory ⋮ The Dyson and Coulomb games ⋮ Random matrices with prescribed eigenvalues and expectation values for random quantum states ⋮ Skew Howe duality and limit shapes of Young diagrams ⋮ Large deviation principles via spherical integrals ⋮ A new proof of Harish-Chandra's integral formula ⋮ Rectangular \(R\)-transform as the limit of rectangular spherical integrals ⋮ Rigorous solution of strongly coupled \(SO(N)\) lattice gauge theory in the large \(N\) limit ⋮ Second order asymptotics for matrix models ⋮ Asymptotic expansion of spherical integral ⋮ The spectrum of heavy tailed random matrices ⋮ Cleaning large correlation matrices: tools from random matrix theory ⋮ LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX ⋮ Asymptotics of k dimensional spherical integrals and applications ⋮ Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion ⋮ A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals ⋮ Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems ⋮ Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices ⋮ Mean field games ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices ⋮ A spin Glass model for reconstructing nonlinearly encrypted signals corrupted by noise ⋮ The Harish-Chandra integral: an introduction with examples ⋮ Asymptotics of unitary multimatrix models: the Schwinger-Dyson lattice and topological recursion ⋮ Analysis of sparse recovery algorithms via the replica method ⋮ Asymptotics of symmetric polynomials with applications to statistical mechanics and representation theory ⋮ Stability of large complex systems with heterogeneous relaxation dynamics ⋮ HCIZ integral and 2D Toda lattice hierarchy ⋮ Discussions around Voiculescu's free entropies. ⋮ Can the macroscopic fluctuation theory be quantized?
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the distribution of the roots of certain symmetric matrices
- A method of integration over matrix variables
- Universality of correlation functions of Hermitian random matrices in an external field
- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- Eigenvalue distribution of large random matrices, from one matrix to several coupled matrices
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
- On the large-\(N\) limit of the Itzykson-Zuber integral.
- The dilute Potts model on random surfaces
- Hydrodynamics and large deviation for simple exclusion processes
- Eigenvalue Density of the Wishart Matrix and Large Deviations
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Fluctations of the empirical law of large random matrices
- Free diffusions, free entropy and free Fisher information