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

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

Alice Guionnet, Thierry Cabanal-Duvillard

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 matrices; integration; large deviations; non-commutative measure

Mathematics Subject Classification ID

60J65: Brownian motion

60F10: Large deviations

46L53: Noncommutative probability and statistics

Related Items

LARGE DEVIATIONS FOR A NON-CENTERED WISHART MATRIX, Large deviations asymptotics for spherical integrals, Discussions around Voiculescu's free entropies., Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies, Nonlinear martingale problems involving singular integrals, Addendum to: Large deviations asymptotics for spherical integrals, On classical analogues of free entropy dimension, Uniqueness for a weak nonlinear evolution equation and large deviations for diffusing particles with electrostatic repulsion, Concentration results for a Brownian directed percolation problem.

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the distribution of the roots of certain symmetric matrices
• Nonlinear diffusion limit for a system with nearest neighbor interactions
• Invariance principle and empirical mean large deviations of the critical Ornstein-Uhlenbeck process
• The analogues of entropy and of Fisher's information measure in free probability theory. V: Noncommutative Hilbert transforms
• The Wigner semi-circle law and eigenvalues of matrix-valued diffusions
• The strong limits of random matrix spectra for sample matrices of independent elements
• A nonlinear stochastic differential equation involving the Hilbert transform
• The analogues of entropy and of Fisher's information measure in free probability theory. I
• Large deviations for empirical measures with degenerate limiting distribution
• Interacting Brownian particles and the Wigner law
• The analogues of entropy and of Fisher's information measure in free probability theory. II
• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• Processes with free increments
• Random matrices with complex Gaussian entries
• Large deviations asymptotics for spherical integrals
• Large deviations upper bounds for the laws of matrix-valued processes and non-commutative entropies
• On the asymptotic distribution of the eigenvalues of random matrices
• A note on cyclic gradients
• Hydrodynamics and large deviation for simple exclusion processes
• On the McKean-Vlasov Limit for Interacting Diffusions
• Large deviations from the circular law
• Eigenvalue Density of the Wishart Matrix and Large Deviations
• Un théorème central limite pour des variables aléatoires non-commutatives
• Large deviations from the mckean-vlasov limit for weakly interacting diffusions