A Fourier view on the R-transform and related asymptotics of spherical integrals

DOI10.1016/J.JFA.2004.09.015zbMATH Open1065.60023OpenAlexW2085610073MaRDI QIDQ556248FDOQ556248

Authors: Alice Guionnet, Mylène Maida 

Publication date: 13 June 2005

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2004.09.015

Recommendations

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zbMATH Keywords

\(R\)-transformLarge deviationsNon-commutative measureRandom matrices

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Free probability and free operator algebras (46L54) Noncommutative measure and integration (46L51)

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Cited In (41)

• Lozenge tilings and Hurwitz numbers
• Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices
• The loss surfaces of neural networks with general activation functions
• Asymptotic expansion of spherical integral
• Approximate message passing algorithms for rotationally invariant matrices
• High temperature asymptotics of orthogonal mean-field spin glasses
• Asymptotics of \(k\) dimensional spherical integrals and applications
• Asymptotic power of sphericity tests for high-dimensional data
• Analysis of Bayesian inference algorithms by the dynamical functional approach
• Title not available (Why is that?)
• Large deviations for the largest eigenvalue of sub-Gaussian matrices
• Random matrices with prescribed eigenvalues and expectation values for random quantum states
• Asymptotics of rectangular spherical integrals
• Canonical moments and random spectral measures
• R-transform associated with asymptotic negative spectral moments of Jacobi ensemble
• Large deviation principles via spherical integrals
• The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices
• Large deviation principles induced by the Stiefel manifold, and random multidimensional projections
• Rectangular \(R\)-transform as the limit of rectangular spherical integrals
• The replica-symmetric free energy for Ising spin glasses with orthogonally invariant couplings
• Large deviations for the largest eigenvalue of matrices with variance profiles
• Detection of weak signals in high-dimensional complex-valued data
• Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices
• Large deviations for extreme eigenvalues of deformed Wigner random matrices
• Large deviations for the largest eigenvalue of Rademacher matrices
• Signal detection in high dimension: the multispiked case
• High-temperature expansions and message passing algorithms
• Large deviations for weighted empirical mean with outliers
• Marginals of a spherical spin Glass model with correlated disorder
• Large deviations for the largest eigenvalue of the sum of two random matrices
• Fluctuations of the free energy of the spherical Sherrington-Kirkpatrick model
• Representations of classical Lie groups and quantized free convolution
• The TAP free energy for high-dimensional linear regression
• Fluctuations of particle systems determined by Schur generating functions
• Maxima of log-correlated fields: some recent developments*
• Asymptotics of unitary and orthogonal matrix integrals
• Asymptotics of random domino tilings of rectangular Aztec diamonds
• Cleaning large correlation matrices: tools from random matrix theory
• Rare events in random matrix theory
• A spin Glass model for reconstructing nonlinearly encrypted signals corrupted by noise
• Extremal statistics of quadratic forms of GOE/GUE eigenvectors

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