Large deviations for spectral measures of some spiked matrices (Q5041693)
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scientific article; zbMATH DE number 7601811
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English | Large deviations for spectral measures of some spiked matrices |
scientific article; zbMATH DE number 7601811 |
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Large deviations for spectral measures of some spiked matrices (English)
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14 October 2022
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large deviations
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sum rules
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Jacobi coefficients
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Verblunsky coefficients
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matrix measures
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relative entropy
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random matrices
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Hermite ensemble
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Laguerre ensemble
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Gross-Witten ensemble
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