Large deviations asymptotics for spherical integrals

From MaRDI portal
Publication:1604555

DOI10.1006/jfan.2001.3833zbMath1002.60021OpenAlexW1982087313MaRDI QIDQ1604555

Ofer Zeitouni, Alice Guionnet

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




Related Items

Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropiesCommutators of random matrices from the unitary and orthogonal groupsGlobal spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix modelsHigh temperature asymptotics of orthogonal mean-field spin glassesAddendum to: Large deviations asymptotics for spherical integralsFormal Matrix Integrals and Combinatorics of MapsLimit shape and height fluctuations of random perfect matchings on square-hexagon latticesAsymptotics of unitary and orthogonal matrix integralsMean field games. II: Finite horizon and optimal controlRight large deviation principle for the top eigenvalue of the sum or product of invariant random matricesLarge deviations for the largest eigenvalue of the sum of two random matricesPerturbative construction of mean-field equations in extensive-rank matrix factorization and denoisingAsymptotics of rectangular spherical integralsLarge deviations of the extreme eigenvalues of random deformations of matricesBernoulli random matricesRare events in random matrix theoryThe Dyson and Coulomb gamesRandom matrices with prescribed eigenvalues and expectation values for random quantum statesSkew Howe duality and limit shapes of Young diagramsLarge deviation principles via spherical integralsA new proof of Harish-Chandra's integral formulaRectangular \(R\)-transform as the limit of rectangular spherical integralsRigorous solution of strongly coupled \(SO(N)\) lattice gauge theory in the large \(N\) limitSecond order asymptotics for matrix modelsAsymptotic expansion of spherical integralThe spectrum of heavy tailed random matricesCleaning large correlation matrices: tools from random matrix theoryLARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIXAsymptotics of k dimensional spherical integrals and applicationsUniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsionA Fourier view on the \(R\)-transform and related asymptotics of spherical integralsLarge deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systemsModerate deviations for extreme eigenvalues of real-valued sample covariance matricesMean field gamesLarge deviations for extreme eigenvalues of deformed Wigner random matricesA spin Glass model for reconstructing nonlinearly encrypted signals corrupted by noiseThe Harish-Chandra integral: an introduction with examplesAsymptotics of unitary multimatrix models: the Schwinger-Dyson lattice and topological recursionAnalysis of sparse recovery algorithms via the replica methodAsymptotics of symmetric polynomials with applications to statistical mechanics and representation theoryStability of large complex systems with heterogeneous relaxation dynamicsHCIZ integral and 2D Toda lattice hierarchyDiscussions around Voiculescu's free entropies.Can the macroscopic fluctuation theory be quantized?



Cites Work