Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies

DOI10.1214/aop/1015345602zbMath1022.60026MaRDI QIDQ1872223

Thierry Cabanal-Duvillard, Alice Guionnet

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1015345602

zbMATH Keywords

random matrices; integration; large deviations; non-commutative measure

Mathematics Subject Classification ID

60J65: Brownian motion

60F10: Large deviations

46L53: Noncommutative probability and statistics

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