Operator-valued spectral measures and large deviations

DOI10.1016/J.JSPI.2014.02.005zbMATH Open1306.60056arXiv1310.1684OpenAlexW2963764214MaRDI QIDQ460652FDOQ460652

Alain Rouault, Fabrice Gamboa

Publication date: 13 October 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: We study large deviation properties of random matricial spectral measures.

Full work available at URL: https://arxiv.org/abs/1310.1684

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zbMATH Keywords

large deviationsrandom matricesmatrix orthogonal polynomialsspectral measures

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20) Random measures (60G57)

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Cited In (7)

• Commuter of operators in a Hilbert space
• Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble
• A matrix version of a higher-order Szegő theorem
• Sum rules and large deviations for spectral measures on the unit circle
• On random normal operators and their spectral measures
• Title not available (Why is that?)
• Sum rules and large deviations for spectral matrix measures

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