Sanov-type large deviations in Schatten classes (Q2179617)

Denote by \(\lambda_1(A), \dots, \lambda_n(A)\) the eigenvalues of an \((n \times n)\)-matrix \(A\). Let \(Z_n\) be an \((n \times n)\)-matrix chosen uniformly at random from the matrix analogue to the classical \(\ell_p^n\)-ball, defined as the set of all self-adjoint \((n \times n)\)-matrices satisfying \(\sum_{k=1}^n |\lambda_k(A)|^p \leq 1\). A~large deviations principle for the (random) spectral measure of the matrix \(n^{1/p} Z_n\) is proved. As a consequence, it is obtained that the spectral measure of \(n^{1/p} Z_n\) converges weakly almost surely to a non-random limiting measure given by the Ullman distribution, as \(n \rightarrow \infty\). The corresponding results for random matrices in Schatten trace classes, where eigenvalues are replaced by the singular values, are also presented.