Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies

DOI10.1214/aop/1015345602zbMath1022.60026OpenAlexW1493942341MaRDI QIDQ1872223

Thierry Cabanal-Duvillard, Alice Guionnet

Publication date: 6 May 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1015345602

zbMATH Keywords

random matricesintegrationlarge deviationsnon-commutative measure

Mathematics Subject Classification ID

Brownian motion (60J65) Large deviations (60F10) Noncommutative probability and statistics (46L53)

Related Items (29)

Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies ⋮ Nonlinear martingale problems involving singular integrals ⋮ Dynamics of a planar Coulomb gas ⋮ Addendum to: Large deviations asymptotics for spherical integrals ⋮ Convergence of the empirical spectral distribution of Gaussian matrix-valued processes ⋮ A spectral dominance approach to large random matrices ⋮ On the non-commutative fractional Wishart process ⋮ Universality classes for general random matrix flows ⋮ Functional equations solving initial-value problems of complex Burgers-type equations for one-dimensional log-gases ⋮ An elementary approach to free entropy theory for convex potentials ⋮ High-dimensional limits of eigenvalue distributions for general Wishart process ⋮ Asymptotics of rectangular spherical integrals ⋮ Rare events in random matrix theory ⋮ Propagation of Chaos for a Class of First Order Models with Singular Mean Field Interactions ⋮ On classical analogues of free entropy dimension ⋮ Matrix liberation process. I: Large deviation upper bound and almost sure convergence ⋮ A random matrix approximation for the non-commutative fractional Brownian motion ⋮ Three-parametric Marcenko-Pastur density ⋮ LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX ⋮ Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion ⋮ Beta Laguerre processes in a high temperature regime ⋮ High-dimensional central limit theorems for a class of particle systems ⋮ Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions ⋮ Recent advances on eigenvalues of matrix-valued stochastic processes ⋮ Gaussian fluctuation for Gaussian Wishart matrices of overall correlation ⋮ Matrix Liberation Process II: Relation to Orbital Free Entropy ⋮ Concentration results for a Brownian directed percolation problem. ⋮ Large deviations asymptotics for spherical integrals ⋮ Discussions around Voiculescu's free entropies.

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