Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
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Publication:2462004
DOI10.1214/EJP.v12-438zbMath1127.60022arXivmath/0609738MaRDI QIDQ2462004
Publication date: 23 November 2007
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0609738
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