Large Deviations for Random Matrices
From MaRDI portal
Publication:2787507
zbMath1331.60016arXiv1106.4366MaRDI QIDQ2787507
Sourav Chatterjee, Srinivasa R. S. Varadhan
Publication date: 4 March 2016
Full work available at URL: https://arxiv.org/abs/1106.4366
Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
Related Items (8)
Nonlinear large deviations ⋮ Weighted exponential random graph models: scope and large network limits ⋮ Upper tail for homomorphism counts in constrained sparse random graphs ⋮ Upper Tails for Edge Eigenvalues of Random Graphs ⋮ Spectral edge in sparse random graphs: upper and lower tail large deviations ⋮ Matrix estimation by universal singular value thresholding ⋮ Large deviations for the largest eigenvalue of Gaussian networks with constant average degree ⋮ Differential calculus on graphon space
This page was built for publication: Large Deviations for Random Matrices
