LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX

DOI10.1142/S2010326312500165zbMath1271.60015arXiv1204.6261OpenAlexW3106071779MaRDI QIDQ4917794

Adrien Hardy, Arno B. J. Kuijlaars

Publication date: 2 May 2013

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.6261

zbMATH Keywords

eigenvalueslarge deviationslogarithmic potentialvector equilibrium problemsRandom matricesmultiple orthogonal polynomial ensembles

Mathematics Subject Classification ID

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

Related Items (4)

Non-intersecting squared Bessel paths at a hard-edge tacnode ⋮ Three-parametric Marcenko-Pastur density ⋮ Average characteristic polynomials of determinantal point processes ⋮ Vector energy and large deviation

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