Large deviations for the largest eigenvalue of an Hermitian Brownian motion

zbMath1277.60054arXiv1102.2970MaRDI QIDQ2863821

Mylène Maida, Catherine Donati-Martin

Publication date: 4 December 2013

Full work available at URL: https://arxiv.org/abs/1102.2970

zbMATH Keywords

random matricesstochastic calculuslarge deviationsDyson Brownian motion

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52)

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