Operator-valued spectral measures and large deviations

DOI10.1016/J.JSPI.2014.02.005MaRDI QIDQ460652zbMATHOpenAlexFDO

Authors Fabrice Gamboa, Alain Rouault

Publication date 13 October 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.1684

zbMATH Keywords

large deviationsrandom matricesmatrix orthogonal polynomialsspectral measures

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20) Random measures (60G57)

Abstract: We study large deviation properties of random matricial spectral measures.

Recommendations

• Large deviations for random spectral measures and sum rules
• Sum rules and large deviations for spectral matrix measures
• Sanov-type large deviations in Schatten classes
• A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices
• Canonical moments and random spectral measures

Cites work

• scientific article; zbMATH DE number 2134205 (Why is no real title available?)
• scientific article; zbMATH DE number 5547558 (Why is no real title available?)
• scientific article; zbMATH DE number 1100440 (Why is no real title available?)
• scientific article; zbMATH DE number 1158743 (Why is no real title available?)
• scientific article; zbMATH DE number 2177280 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• A normal limit theorem for moment sequences
• An abstract version of a limit theorem of Szegoe
• Asymptotic behavior of moment sequences
• Asymptotic properties of the algebraic moment range process
• CMV matrices: Five years after
• Canonical moments and random spectral measures
• Completely monotone multisequences, symmetric probabilities and a normal limit theorem
• Conservative discrete time-invariant systems and block operator CMV matrices
• From random matrices to random analytic functions
• Hua-type integrals over unitary groups and over projective limits of unitary groups
• Large deviations for random matricial moment problems
• Large deviations for random power moment problem.
• Large deviations for random spectral measures and sum rules
• Matrix measures on the unit circle, moment spaces, orthogonal polynomials and the Geronimus relations
• Matrix measures, moment spaces and Favard's theorem for the interval \([0,1]\) and \([0,\infty)\)
• Matrix measures, random moments, and Gaussian ensembles
• On asymptotics of eigenvectors of large sample covariance matrix
• On asymptotics of large Haar distributed unitary matrices
• On singularity and Lebesgue type decomposition for operator-valued measueres
• On the Limit of Block Toeplitz Determinants
• Orthogonal polynomial matrices on the unit circle
• Product of random projections, Jacobi ensembles and universality problems arising from free probability
• Quadrature formulas for matrix measures --- a geometric approach
• Sum rules via large deviations
• Szegő's theorem for matrix orthogonal polynomials
• The Analytic Theory of Matrix Orthogonal Polynomials
• The decomposition of matrix-valued measures

Cited in

(7)

• Commuter of operators in a Hilbert space
• scientific article; zbMATH DE number 4186443 (Why is no real title available?)
• A matrix version of a higher-order Szegő theorem
• Sum rules and large deviations for spectral matrix measures
• Sum rules and large deviations for spectral measures on the unit circle
• On random normal operators and their spectral measures
• Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble

This page was built for publication: Operator-valued spectral measures and large deviations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q460652)