Large deviations asymptotics for spherical integrals
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- A method of integration over matrix variables
- DISTRIBUTION OF EIGENVALUES FOR SOME SETS OF RANDOM MATRICES
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Eigenvalue Density of the Wishart Matrix and Large Deviations
- Eigenvalue distribution of large random matrices, from one matrix to several coupled matrices
- Fluctations of the empirical law of large random matrices
- Free diffusions, free entropy and free Fisher information
- Hydrodynamics and large deviation for simple exclusion processes
- Large deviations for Wigner's law and Voiculescu's non-commutative entropy
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- On the distribution of the roots of certain symmetric matrices
- On the empirical distribution of eigenvalues of a class of large dimensional random matrices
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- Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
- The dilute Potts model on random surfaces
- Universality of correlation functions of Hermitian random matrices in an external field
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- Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion
- Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices
- Asymptotic expansion of spherical integral
- Discussions around Voiculescu's free entropies.
- Perturbative construction of mean-field equations in extensive-rank matrix factorization and denoising
- Large deviations for eigenvalues of sample covariance matrices, with applications to mobile communication systems
- Mean field games. II: Finite horizon and optimal control
- Mean field games
- Rigorous solution of strongly coupled \(SO(N)\) lattice gauge theory in the large \(N\) limit
- Addendum to: Large deviations asymptotics for spherical integrals
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- Asymptotics of \(k\) dimensional spherical integrals and applications
- A Fourier view on the \(R\)-transform and related asymptotics of spherical integrals
- Random matrices with prescribed eigenvalues and expectation values for random quantum states
- Large deviations for a non-centered Wishart matrix
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- Large deviation principles via spherical integrals
- Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices
- Rectangular \(R\)-transform as the limit of rectangular spherical integrals
- Large deviations for extreme eigenvalues of deformed Wigner random matrices
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- Skew Howe duality and limit shapes of Young diagrams
- Asymptotics of generalized Bessel functions and weight multiplicities via large deviations of radial Dunkl processes
- The spectrum of heavy tailed random matrices
- Large deviations of the extreme eigenvalues of random deformations of matrices
- Formal Matrix Integrals and Combinatorics of Maps
- Commutators of random matrices from the unitary and orthogonal groups
- Increasing domain asymptotics for the first Minkowski functional of spherical random fields
- Large deviations for the largest eigenvalue of the sum of two random matrices
- Limit shape and height fluctuations of random perfect matchings on square-hexagon lattices
- Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
- Asymptotics of unitary multimatrix models: the Schwinger-Dyson lattice and topological recursion
- Asymptotics of unitary and orthogonal matrix integrals
- Cleaning large correlation matrices: tools from random matrix theory
- A new proof of Harish-Chandra's integral formula
- Second order asymptotics for matrix models
- Can the macroscopic fluctuation theory be quantized?
- Rare events in random matrix theory
- A spin Glass model for reconstructing nonlinearly encrypted signals corrupted by noise
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