Large deviation bounds for matrix Brownian motion
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Publication:1396688
DOI10.1007/s00222-002-0281-4zbMath1017.60026OpenAlexW1981058161MaRDI QIDQ1396688
Philippe Biane, Mireille Capitaine, Alice Guionnet
Publication date: 8 July 2003
Published in: Inventiones Mathematicae (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00222-002-0281-4
Large deviations (60F10) Noncommutative probability and statistics (46L53) Random matrices (algebraic aspects) (15B52)
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