Large deviations for Wigner's law and Voiculescu's non-commutative entropy
From MaRDI portal
Publication:1368747
DOI10.1007/s004400050119zbMath0954.60029OpenAlexW2036073493MaRDI QIDQ1368747
Alice Guionnet, Gérard Ben Arous
Publication date: 29 January 2001
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050119
Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
Related Items
Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies ⋮ Large deviations of the KPZ equation via the stochastic Airy operator ⋮ On the probability of positive-definiteness in the gGUE via semi-classical Laguerre polynomials ⋮ Large deviations for discrete \(\beta\)-ensembles ⋮ The point vortex model for the Euler equation ⋮ Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices ⋮ Large deviations and sum rules for spectral theory: a pedagogical approach ⋮ Large deviations and the Lukic conjecture ⋮ Free transportation cost inequalities via random matrix approximation ⋮ The real Ginibre ensemble with \(k=O(n)\) real eigenvalues ⋮ On the large deviations of traces of random matrices ⋮ Invitation to random tensors ⋮ Exact lower-tail large deviations of the KPZ equation ⋮ Cointegration in large VARs ⋮ Free functional inequalities on the circle ⋮ Large deviations for the largest eigenvalue of matrices with variance profiles ⋮ Asymptotics of discrete \(\beta \)-corners processes via two-level discrete loop equations ⋮ Asymptotics of unitary and orthogonal matrix integrals ⋮ Concentration for Coulomb gases and Coulomb transport inequalities ⋮ Mass transportation proofs of free functional inequalities, and free Poincaré inequalities ⋮ A transportation approach to universality in random matrix theory ⋮ Matrix addition and the Dunkl transform at high temperature ⋮ Gaussian asymptotics of discrete \(\beta \)-ensembles ⋮ Large deviations and linear statistics for potential theoretic ensembles associated with regular closed sets ⋮ Large deviations for the largest eigenvalue of sub-Gaussian matrices ⋮ The geometry of the Gibbs measure of pure spherical spin glasses ⋮ Lower tail of the KPZ equation ⋮ Truncated linear statistics associated with the top eigenvalues of random matrices ⋮ Sanov-type large deviations in Schatten classes ⋮ Local density for two-dimensional one-component plasma ⋮ Tridiagonal random matrix: Gaussian fluctuations and deviations ⋮ On large deviations for Gibbs measures, mean energy and gamma-convergence ⋮ Point processes, hole events, and large deviations: random complex zeros and Coulomb gases ⋮ Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices ⋮ Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles ⋮ Large deviations for the largest eigenvalue of the sum of two random matrices ⋮ Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials ⋮ Canonical moments and random spectral measures ⋮ A concentration inequality and a local law for the sum of two random matrices ⋮ Large deviations of the extreme eigenvalues of random deformations of matrices ⋮ Large deviation principle for empirical fields of log and Riesz gases ⋮ The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles ⋮ Asymptotic expansion of \(\beta \) matrix models in the one-cut regime ⋮ Poisson statistics for matrix ensembles at large temperature ⋮ Approximation of rectangular beta-Laguerre ensembles and large deviations ⋮ A solvable mixed charge ensemble on the line: global results ⋮ The Dyson and Coulomb games ⋮ From Vlasov-Poisson and Vlasov-Poisson-Fokker-Planck systems to incompressible Euler equations: the case with finite charge ⋮ Logarithmic potential theory and large deviation ⋮ Exponential growth of random determinants beyond invariance ⋮ Large deviation principles via spherical integrals ⋮ Wavelet eigenvalue regression in high dimensions ⋮ Complexity of random smooth functions on the high-dimensional sphere ⋮ Voiculescu's entropy and potential theory ⋮ Edge universality of beta ensembles ⋮ Remarks on a constrained optimization problem for the Ginibre ensemble ⋮ Determinantal point processes and fermions on complex manifolds: large deviations and bosonization ⋮ Notes on microstate free entropy of projections ⋮ One-dimensional Ising models with long range interactions: cluster expansion, phase-separating point ⋮ Universality of general \(\beta\)-ensembles ⋮ First-order global asymptotics for confined particles with singular pair repulsion ⋮ Pluripotential energy ⋮ Law of large numbers and central limit theorems through Jack generating functions ⋮ Log-gases on quadratic lattices via discrete loop equations and q-boxed plane partitions ⋮ The limiting characteristic polynomial of classical random matrix ensembles ⋮ 1D log gases and the renormalized energy: crystallization at vanishing temperature ⋮ Approximate ground states of hypercube spin glasses are near corners ⋮ Asymptotic properties of the density of particles in \(\beta \)-ensembles ⋮ Universality in several-matrix models via approximate transport maps ⋮ Free transport-entropy inequalities for non-convex potentials and application to concentration for random matrices ⋮ Loop models, random matrices and planar algebras ⋮ A uniqueness result for minimizers of the 1D log-gas renormalized energy ⋮ Large deviations for Gibbs measures with singular Hamiltonians and emergence of Kähler-Einstein metrics ⋮ A (one-dimensional) free Brunn-Minkowski inequality ⋮ The limiting spectral measure of the generalised inverse Gaussian random matrix model ⋮ A functional CLT for partial traces of random matrices ⋮ Spectral edge in sparse random graphs: upper and lower tail large deviations ⋮ Simultaneous large deviations for the shape of Young diagrams associated with random words ⋮ Matrix optimization under random external fields ⋮ Non-asymptotic results for singular values of Gaussian matrix products ⋮ Large deviations for extreme eigenvalues of deformed Wigner random matrices ⋮ Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature ⋮ Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes ⋮ Sum rules via large deviations: extension to polynomial potentials and the multi-cut regime ⋮ Upper tail large deviations in Brownian directed percolation ⋮ Priors leading to well-behaved Coulomb and Riesz gases versus zeroth-order phase transitions -- a potential-theoretic characterization ⋮ Large deviations for the largest eigenvalue of Rademacher matrices ⋮ Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices ⋮ Concentration results for a Brownian directed percolation problem. ⋮ A large deviation principle for empirical measures on Polish spaces: application to singular Gibbs measures on manifolds ⋮ Concentration inequality around the thermal equilibrium measure of Coulomb gases ⋮ Large deviations for the largest eigenvalue of Gaussian networks with constant average degree ⋮ Large deviation principle for the maximal eigenvalue of inhomogeneous Erdős-Rényi random graphs ⋮ Asymptotics of the inertia moments and the variance conjecture in Schatten balls ⋮ Bulk universality of general β-ensembles with non-convex potential ⋮ Large deviations asymptotics for spherical integrals ⋮ Transport maps for \(\beta\)-matrix models and universality ⋮ Vector energy and large deviation ⋮ Lower estimates for the expected Betti numbers of random real hypersurfaces ⋮ Discussions around Voiculescu's free entropies. ⋮ RANDOM RIGHT EIGENVALUES OF GAUSSIAN QUATERNIONIC MATRICES ⋮ Sharp complexity asymptotics and topological trivialization for the (p, k) spiked tensor model ⋮ Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models ⋮ General truncated linear statistics for the top eigenvalues of random matrices ⋮ Convergence of eigenvalues to the support of the limiting measure in critical β matrix models ⋮ Asymptotics of rectangular spherical integrals ⋮ Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Upper tail of the spectral radius of sparse Erdös-Rényi graphs ⋮ Unified limits and large deviation principles for \(\beta\)-Laguerre ensembles in global regime ⋮ Universal cutoff for Dyson Ornstein Uhlenbeck process ⋮ Bernoulli random matrices ⋮ Upper Tails for Edge Eigenvalues of Random Graphs ⋮ On convergence of form factor expansions in the infinite volume quantum sinh-Gordon model in \(1+1\) dimensions ⋮ Universality: random matrices, random geometry and SPDEs. Abstracts from the workshop held May 29 -- June 4, 2022 ⋮ Quenched complexity of equilibria for asymmetric generalized Lotka–Volterra equations ⋮ Rare events in random matrix theory ⋮ A Friendly Tutorial on Mean-Field Spin Glass Techniques for Non-Physicists ⋮ A global large deviation principle for discrete \(\beta \)-ensembles ⋮ On the analytic structure of second-order non-commutative probability spaces and functions of bounded Fréchet variation ⋮ Complexity of Gaussian random fields with isotropic increments ⋮ Asymptotic expansion of matrix models in the multi-cut regime ⋮ Bootstrap approach to \(1+1\)-dimensional integrable quantum field theories: the case of the sinh-Gordon model ⋮ Local laws and a mesoscopic CLT for β‐ensembles ⋮ Transport maps for β-matrix models in the multi-cut regime ⋮ On Poincaré and Logarithmic Sobolev Inequalities for a Class of Singular Gibbs Measures ⋮ A conditional limit theorem for high-dimensional ℓᵖ-spheres ⋮ On large deviations for the spectral measure of discrete Coulomb gas ⋮ Random Matrices and Complexity of Spin Glasses ⋮ LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX ⋮ The loss surfaces of neural networks with general activation functions ⋮ Coulomb Gases Under Constraint: Some Theoretical and Numerical Results ⋮ FREE TRANSPORTATION COST INEQUALITIES FOR NONCOMMUTATIVE MULTI-VARIABLES ⋮ Notions of Independence Related to the Free Group ⋮ Large deviations from the circular law ⋮ Moderate deviations for linear eigenvalue statistics of β-ensembles ⋮ Unnamed Item ⋮ Eigenvalue Density of the Wishart Matrix and Large Deviations ⋮ Large deviations for disordered bosons and multiple orthogonal polynomial ensembles
