Moderate deviations for the spectral measure of certain random matrices.

MaRDI QIDQ1413102zbMATH OpenFDO

Authors Amir Dembo, Alice Guionnet, Ofer Zeitouni

Publication date 16 November 2003

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_2003__39_6_1013_0, https://eudml.org/doc/77786

zbMATH Keywords

random matriceslimit theorems

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Limit theorems in probability theory (60F99)

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(10)

• Tridiagonal random matrix: Gaussian fluctuations and deviations
• Moderate deviations for the eigenvalue counting function of Wigner matrices
• Moderate deviations for traces of words in a mult-matrix model
• Gaussian fluctuations and moderate deviations of eigenvalues in unitary invariant ensembles
• Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices
• Moderate deviations for extreme eigenvalues of beta-Laguerre ensembles
• Large deviations of the extreme eigenvalues of random deformations of matrices
• Moderate deviations for the determinant of Wigner matrices
• Moderate deviations in a random graph and for the spectrum of Bernoulli random matrices
• Slow movement of a random walk on the range of a random walk in the presence of an external field

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