Large deviations for random spectral measures and sum rules

DOI10.1093/AMRX/ABR009MaRDI QIDQ3094418zbMATH OpenOpenAlexFDO

Authors Alain Rouault, Fabrice Gamboa

Publication date 25 October 2011

Published in Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0804.4322

zbMATH Keywords

beta ensemblesGaussian unitary ensembleJacobi ensembleLaguerre ensemblelarge deviationsmoment sequencesrandom matricesrandom spectral measure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

Abstract: We prove a Large Deviation Principle for the random spec- tral measure associated to the pair $(H_N;e)$ where $H_N$ is sampled in the GUE(N) and e is a fixed unit vector (and more generally in the $$- extension of this model). The rate function consists of two parts. The contribution of the absolutely continuous part of the measure is the reversed Kullback information with respect to the semicircle distribution and the contribution of the singular part is connected to the rate function of the extreme eigenvalue in the GUE. This method is also applied to the Laguerre and Jacobi ensembles, but in thoses cases the expression of the rate function is not so explicit.

Recommendations

• Sum rules and large deviations for spectral matrix measures
• Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble
• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• scientific article; zbMATH DE number 1373409
• Sum rules and large deviations for spectral measures on the unit circle

Cited in

(22)

• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• Large deviations and sum rules for spectral theory: a pedagogical approach
• On spectral measures of random Jacobi matrices
• Sum rules and large deviations for spectral matrix measures
• A functional CLT for partial traces of random matrices
• Large deviations for biorthogonal ensembles and variational formulation for the Dykema-Haagerup distribution
• Beyond classical random matrix ensembles: some results on deviation principles
• Nonstandard limit theorems and large deviations for the Jacobi beta ensemble
• Sum rules and large deviations for spectral measures on the unit circle
• On large deviations for the spectral measure of discrete Coulomb gas
• Operator-valued spectral measures and large deviations
• Large deviations for spectral measures of some spiked matrices
• Spectrum of SYK model III: Large deviations and concentration of measures
• Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble
• Limit theorems and large deviations for -Jacobi ensembles at scaling temperatures
• Large deviations for top eigenvalues of \(\beta\)-Jacobi ensembles at scaling temperatures
• Canonical moments and random spectral measures
• Large deviations for Ablowitz-Ladik lattice, and the Schur flow
• Freeness of type B and conditional freeness for random matrices
• Nonstandard limit theorems and large deviation for -Jacobi ensembles with a different scaling
• Distributions on unbounded moment spaces and random moment sequences
• Sum rules via large deviations

This page was built for publication: Large deviations for random spectral measures and sum rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3094418)