On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems

DOI10.1002/CPA.21918zbMath1469.60085arXiv1706.06184OpenAlexW3033173638MaRDI QIDQ5120974

Fanny Augeri

Publication date: 16 September 2020

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.06184

zbMATH Keywords

Wigner matricesGaussian tailsWiener chaoses

Mathematics Subject Classification ID

Gaussian processes (60G15) Probability measures on topological spaces (60B05) Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Measures and integration on abstract linear spaces (46G12)

Related Items (1)

Large deviations of empirical measures of diffusions in weighted topologies

This page was built for publication: On <scp>Heavy‐Tail</scp> Phenomena in Some <scp>Large‐Deviations</scp> Problems