Fine asymptotics for models with Gamma type moments

DOI10.1142/S2010326321500076zbMath1477.60017arXiv1710.06484OpenAlexW2980221972WikidataQ127105359 ScholiaQ127105359MaRDI QIDQ5860222

Lukas Knichel, Peter Eichelsbacher

Publication date: 19 November 2021

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.06484

zbMATH Keywords

volumerandom matricesstable lawscentral limit theoremlarge deviation principledeterminantlocal limit theoremBerry-Esseen boundsGinibre ensembleLaguerre ensembleJacobi ensemblerandom simplexprecise deviationsrandom parallelotopefixed-trace matrix ensembles

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Geometric probability and stochastic geometry (60D05) Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Determinants, permanents, traces, other special matrix functions (15A15) Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Asymptotic theory of convex bodies (52A23)

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