Large deviations for spectral measures of some spiked matrices

DOI10.1142/S2010326322500393zbMath1500.60015arXiv2009.12541WikidataQ114071590 ScholiaQ114071590MaRDI QIDQ5041693

Alain Rouault, Nathan Noiry

Publication date: 14 October 2022

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

Full work available at URL: https://arxiv.org/abs/2009.12541

zbMATH Keywords

relative entropyrandom matricessum ruleslarge deviationsmatrix measuresLaguerre ensembleVerblunsky coefficientsJacobi coefficientsHermite ensembleGross-Witten ensemble

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random measures (60G57) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36)

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