Large deviations and stochastic calculus for large random matrices
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Publication:980731
DOI10.1214/154957804100000033zbMath1189.60059arXivmath/0409277OpenAlexW2162461309MaRDI QIDQ980731
Publication date: 29 June 2010
Published in: Probability Surveys (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0409277
Free probability and free operator algebras (46L54) Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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