Addendum to: Large deviations asymptotics for spherical integrals

DOI10.1016/J.JFA.2003.11.013MaRDI QIDQ1888799zbMATH OpenOpenAlexFDO

Authors Alice Guionnet, Ofer Zeitouni

Publication date 29 November 2004

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jfa.2003.11.013

zbMATH Keywords

large deviationsintegrationrandom matricesnon-commutative measure

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Noncommutative probability and statistics (46L53)

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Cites work

• scientific article; zbMATH DE number 3127824 (Why is no real title available?)
• Large deviations asymptotics for spherical integrals
• Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
• On the free convolution with a semi-circular distribution

Cited in

(9)

• Asymptotic expansion of spherical integral
• Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
• Asymptotics of \(k\) dimensional spherical integrals and applications
• Large deviations for a non-centered Wishart matrix
• Asymptotics of rectangular spherical integrals
• Large deviation principles via spherical integrals
• Character expansion method for the first order asymptotics of a matrix integral
• Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
• Letters to the editors

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