Sum rules and large deviations for spectral matrix measures

DOI10.3150/17-BEJ1003zbMath1442.60037arXiv1601.08135OpenAlexW2962787597MaRDI QIDQ1715550

Jan Nagel, Fabrice Gamboa, Alain Rouault

Publication date: 28 January 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.08135

zbMATH Keywords

random matricessum ruleslarge deviationsorthogonal matrix polynomialsmatrix-valued measures

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

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