Operator-valued spectral measures and large deviations

DOI10.1016/j.jspi.2014.02.005zbMath1306.60056arXiv1310.1684OpenAlexW2963764214MaRDI QIDQ460652

Alain Rouault, Fabrice Gamboa

Publication date: 13 October 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.1684

zbMATH Keywords

spectral measuresrandom matriceslarge deviationsmatrix orthogonal polynomials

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random measures (60G57)

Related Items (5)

Sum rules and large deviations for spectral measures on the unit circle ⋮ Sum rules and large deviations for spectral matrix measures ⋮ Commuter of operators in a Hilbert space ⋮ A matrix version of a higher-order Szegő theorem ⋮ Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble

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