Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
From MaRDI portal
Publication:1599988
DOI10.1016/S0246-0203(01)01093-7zbMath0995.60028OpenAlexW2143803455MaRDI QIDQ1599988
Publication date: 23 October 2002
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_2002__38_3_341_0
Central limit and other weak theorems (60F05) Large deviations (60F10) Random matrices (algebraic aspects) (15B52)
Related Items
A CLT FOR INFORMATION-THEORETIC STATISTICS OF NON-CENTERED GRAM RANDOM MATRICES ⋮ Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models ⋮ On the operator norm of non-commutative polynomials in deterministic matrices and iid Haar unitary matrices ⋮ Gaussian fluctuations for linear spectral statistics of large random covariance matrices ⋮ A CLT for information-theoretic statistics of Gram random matrices with a given variance profile ⋮ Gaussian fluctuations for non-Hermitian random matrix ensembles ⋮ Central limit theorem for the heat kernel measure on the unitary group ⋮ Universality for general Wigner-type matrices ⋮ Bulk universality for generalized Wigner matrices ⋮ Singularities of Solutions to Quadratic Vector Equations on the Complex Upper Half‐Plane ⋮ On a generalization of the CLT for linear eigenvalue statistics of Wigner matrices with inhomogeneous fourth moments ⋮ Limit theorems for linear spectrum statistics of orthogonal polynomial ensembles and their applications in random matrix theory ⋮ Functional central limit theorems for Wigner matrices ⋮ Rare events in random matrix theory ⋮ Central limit theorem for linear spectral statistics of block-Wigner-type matrices ⋮ On the spectral form factor for random matrices ⋮ Quantitative CLT for linear eigenvalue statistics of Wigner matrices ⋮ Central limit theorems for linear spectral statistics of large dimensional \(F\)-matrices ⋮ Fluctuations of eigenvalues of random normal matrices ⋮ The Dyson equation with linear self-energy: spectral bands, edges and cusps ⋮ Global fluctuations in general \(\beta \) Dyson's Brownian motion ⋮ Regularity conditions in the CLT for linear eigenvalue statistics of Wigner matrices ⋮ Rigidity of eigenvalues of generalized Wigner matrices ⋮ Second order asymptotics for matrix models ⋮ A CLT for linear spectral statistics of large random information-plus-noise matrices ⋮ A random walk approach to linear statistics in random tournament ensembles ⋮ GLOBAL FLUCTUATIONS FOR LINEAR STATISTICS OF β-JACOBI ENSEMBLES ⋮ Non-Hermitian random matrices with a variance profile. I: Deterministic equivalents and limiting esds ⋮ Fluctuations of eigenvalues and second order Poincaré inequalities ⋮ Central limit theorems for linear statistics of heavy tailed random matrices ⋮ Quantum diffusion and eigenfunction delocalization in a random band matrix model ⋮ Deviations from the circular law ⋮ Image cipher applications using the elliptical curve and chaos ⋮ Inhomogeneous circular law for correlated matrices ⋮ On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices ⋮ Quadratic Vector Equations On Complex Upper Half-Plane ⋮ On asymptotic behavior of multilinear eigenvalue statistics of random matrices ⋮ Central limit theorem for linear eigenvalue statistics of the Wigner and the sample covariance random matrices ⋮ Gaussian fluctuations for linear spectral statistics of deformed Wigner matrices ⋮ Central limit theorem for linear eigenvalue statistics of random matrices with independent entries ⋮ Fluctuations for matrix-valued Gaussian processes ⋮ Central limit theorem for fluctuations of linear eigenvalue statistics of large random graphs ⋮ Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices ⋮ Moderate deviations for linear eigenvalue statistics of β-ensembles ⋮ Linear eigenvalue statistics of random matrices with a variance profile ⋮ A CLT for a band matrix model
This page was built for publication: Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices
