Large deviations for Wigner's law and Voiculescu's non-commutative entropy

Gérard Ben Arous, Alice Guionnet

Type: Article

Publication Date: 1997-08-01

Citations: 327

DOI: https://doi.org/10.1007/s004400050119

View Publication

Download PDF

Locations

Probability Theory and Related Fields - View - PDF

Similar Works

Action	Title	Year	Authors
+ PDF Chat	Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices	2002	Alice Guionnet
+ PDF Chat	Large Deviations Upper Bounds for the Laws of Matrix-Valued Processes and Non-Communicative Entropies	2001	T. Cabanal Duvillard Alice Guionnet
+ PDF Chat	Large deviations and stochastic calculus for large random matrices	2004	Alice Guionnet
+ PDF Chat	A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices	2000	Fumio Hiai Dėnes Petz
+	Heavy Tailed Random Matrices: How They Differ from the GOE, and Open Problems	2018	Alice Guionnet
+ PDF Chat	Sum rules and large deviations for spectral matrix measures	2018	Fabrice Gamboa Jan Nagel Alain Rouault
+ PDF Chat	Freeness over the diagonal and global fluctuations of complex Wigner matrices	2020	Camille Male
+	A large deviation principle for Wigner matrices without Gaussian tails	2014	Charles Bordenave Pietro Caputo
+	Two-parameter non-commutative central limit theorem	2014	Natasa Blitvic
+ PDF Chat	Large deviations problems for random matrices	2017	Fanny Augeri
+	Wigner matrices	2015	Gérard Ben Arous Alice Guionnet
+	Gaussian fluctuations for linear spectral statistics of Wigner beta ensembles	2018	Yanqing Yin
+	Large Deviations in Random Matrix Theory	2020
+	Asymptotic Independence in the Spectrum of the Gaussian Unitary Ensemble	2008	Pascal Bianchi Mérouane Debbah Jamal Najım
+	Rate of convergence for non-Hermitian random matrices and their products	2020	Jonas Jalowy
+	Non universality of fluctuations of outlier eigenvectors for block diagonal deformations of Wigner matrices	2018	Mireille Capitaine Catherine Donati-Martin
+ PDF Chat	Sum rules and large deviations for spectral measures on the unit circle	2017	Fabrice Gamboa Jan Nagel Alain Rouault
+ PDF Chat	From the Littlewood-Offord problem to the Circular Law: Universality of the spectral distribution of random matrices	2009	Terence Tao Van Vu
+ PDF Chat	Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails	2016	Fanny Augeri
+	From the Littlewood-Offord problem to the Circular Law: universality of the spectral distribution of random matrices	2008	Terence Tao Van Vu

Works That Cite This (294)

Action	Title	Year	Authors
+ PDF Chat	Concentration for Coulomb gases and Coulomb transport inequalities	2018	Djalil Chafaï Adrien Hardy Mylène Maïda
+ PDF Chat	Coulomb-Gas Electrostatics Controls Large Fluctuations of the Kardar-Parisi-Zhang Equation	2018	Ivan Corwin Promit Ghosal Alexandre Krajenbrink Pierre Le Doussal Li-Cheng Tsai
+ PDF Chat	Concentration inequality around the thermal equilibrium measure of Coulomb gases	2022	David Padilla‐Garza
+ PDF Chat	Products of correlated symmetric matrices and q-Catalan numbers	2002	Christian Mazza Didier Piau
+ PDF Chat	Matrix Addition and the Dunkl Transform at High Temperature	2022	Florent Benaych-Georges Cesar Cuenca Vadim Gorin
+ PDF Chat	Large Deviations for the Largest Eigenvalue of Sub-Gaussian Matrices	2021	Fanny Augeri Alice Guionnet Jonathan Husson
+	On the Characteristic Polynomial¶ of a Random Unitary Matrix	2001	C. P. Hughes Jonathan P. Keating Neil O’Connell
+	Large Deviations Asymptotics for Spherical Integrals	2002	Alice Guionnet Ofer Zeitouni
+ PDF Chat	Free relative entropy for measures and a corresponding perturbation theory	2002	Fumio Hiai Masaru Mizuo Dėnes Petz
+ PDF Chat	Large Deviations Upper Bounds for the Laws of Matrix-Valued Processes and Non-Communicative Entropies	2001	T. Cabanal Duvillard Alice Guionnet

Works Cited by This (10)

Action	Title	Year	Authors
+	Spectral and Probabilistic Aspects of Matrix Models	1996	L. А. Pastur
+	Potential theory in modern function theory	1959	正次辻
+	The analysis of linear partial differential operators	1990	Lars Hörmander
+	Where does the sup norm of a weighted polynomial live?	1985	H. N. Mhaskar Edward B. Saff
+	The analogues of entropy and of Fisher's information measure in free probability theory, II	1994	Dan Voiculescu
+ PDF Chat	Convergence Rate of Expected Spectral Distributions of Large Random Matrices. Part I. Wigner Matrices	1993	Zhidong Bai
+ PDF Chat	The analogues of entropy and of Fisher's information measure in free probability theory	1998	Dan Voiculescu
+	Limit laws for Random matrices and free products	1991	Dan Voiculescu
+	On the asymptotic distribution of the eigenvalues of random matrices	1967	Ludwig Arnold
+ PDF Chat	The analogues of entropy and of Fisher's information measure in free probability theory, I	1993	Dan Voiculescu