Addendum to: Large deviations asymptotics for spherical integrals

DOI10.1016/j.jfa.2003.11.013zbMath1056.60022OpenAlexW2055229276MaRDI QIDQ1888799

Alice Guionnet, Ofer Zeitouni

Publication date: 29 November 2004

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2003.11.013

zbMATH Keywords

random matricesintegrationlarge deviationsnon-commutative measure

Mathematics Subject Classification ID

Large deviations (60F10) Noncommutative probability and statistics (46L53) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Asymptotics of rectangular spherical integrals ⋮ Large deviation principles via spherical integrals ⋮ Asymptotic expansion of spherical integral ⋮ GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES ⋮ LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX ⋮ Character expansion method for the first order asymptotics of a matrix integral

Cites Work

• Unnamed Item
• Large deviations asymptotics for spherical integrals
• Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
• On the free convolution with a semi-circular distribution

This page was built for publication: Addendum to: Large deviations asymptotics for spherical integrals