Large Deviations for Random Spectral Measures and Sum Rules

DOI10.1093/amrx/abr009zbMath1261.60008arXiv0804.4322OpenAlexW2963662793MaRDI QIDQ3094418

Alain Rouault, Fabrice Gamboa

Publication date: 25 October 2011

Published in: Applied Mathematics Research eXpress (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0804.4322

zbMATH Keywords

random matriceslarge deviationsGaussian unitary ensembleLaguerre ensembleJacobi ensemblebeta ensemblesmoment sequencesrandom spectral measure

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)

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