Eigenvalue Density of the Wishart Matrix and Large Deviations
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Publication:4236710
DOI10.1142/S021902579800034XzbMath0934.60006MaRDI QIDQ4236710
Publication date: 22 November 1999
Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)
Probability measures on topological spaces (60B05) Large deviations (60F10) Convergence of probability measures (60B10)
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Cites Work
- Where does the sup norm of a weighted polynomial live? (A generalization of incomplete polynomials)
- Some limit theorems for the eigenvalues of a sample covariance matrix
- The strong limits of random matrix spectra for sample matrices of independent elements
- 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
