Beyond classical random matrix ensembles: some results on deviation principles

MaRDI QIDQ2876097zbMATH OpenFDO

Authors Jens C. Sommerauer

Publication date 15 August 2014

Full work available at URL http://d-nb.info/987610082/34

zbMATH Keywords

deviation principleseigenvaluesrandom matrix ensemblesrare eventsstrong limit theoremunitary ensemble

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to linear algebra (15-02) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Random matrices (probabilistic aspects) (60B20) Strong limit theorems (60F15)

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