Large deviations for random matricial moment problems
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Publication:765824
DOI10.1016/J.JMVA.2011.11.006zbMath1236.15068arXiv1011.0299OpenAlexW2050993885MaRDI QIDQ765824
Jens Wagener, Jan Nagel, Alain Rouault, Fabrice Gamboa
Publication date: 22 March 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1011.0299
Random matrices (probabilistic aspects) (60B20) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
Related Items (7)
Nonstandard limit theorems and large deviations for the Jacobi beta ensemble ⋮ Distributions on matrix moment spaces ⋮ Sum rules via large deviations ⋮ Sum rules and large deviations for spectral matrix measures ⋮ Operator-valued spectral measures and large deviations ⋮ The maximization of determinants of block Toeplitz matrices with applications in optimal design theory ⋮ Determinants of block Hankel matrices for random matrix-valued measures
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