Large Deviations Upper Bounds for the Laws of Matrix-Valued Processes and Non-Communicative Entropies
By T. C. Duvillard, Alice Guionnet. 2001
73 citations recorded by the source corpus.
Subfields: Finance, Statistical and Nonlinear Physics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/b765018a28361fa01aa81b067935ce83af7c7553
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Citations in the corpus
- Large deviations principle for the largest eigenvalue of Wigner matrices without Gaussian tails (2015, methodology): “In the setting of the so-called Wigner deformed ensemble, the large deviations of the empirical spectral measure were studied, first in [10] and then in [17], in which a large deviations principle was established for the empirical spectral measure of the sum of Gaussian Wigner matrix and a determini”