Large deviations for random matrices

Sourav Chatterjee; S R S Varadhan

doi:10.31390/cosa.6.1.02

Large deviations for random matrices

Communications on Stochastic Analysis ◽

10.31390/cosa.6.1.02 ◽

2012 ◽

Vol 6 (1) ◽

Cited By ~ 1

Author(s):

Sourav Chatterjee ◽

S R S Varadhan

Keyword(s):

Large Deviations ◽

Random Matrices

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Large deviations of condition numbers of random matrices

10.3384/lic.diva-175751 ◽

2021 ◽

Author(s):

Denise Uwamariya

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Condition Numbers

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Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices

Annales de l Institut Henri Poincaré Probabilités et Statistiques ◽

10.1016/s0246-0203(01)01093-7 ◽

2002 ◽

Vol 38 (3) ◽

pp. 341-384 ◽

Cited By ~ 31

Author(s):

A Guionnet

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Central Limit ◽

Limit Theorems ◽

Upper Bounds ◽

Central Limit Theorems

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Large Deviations of the Maximum Eigenvalue for Wishart and Gaussian Random Matrices

Physical Review Letters ◽

10.1103/physrevlett.102.060601 ◽

2009 ◽

Vol 102 (6) ◽

Cited By ~ 76

Author(s):

Satya N. Majumdar ◽

Massimo Vergassola

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Maximum Eigenvalue

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Central limit theorem and large deviations of the fading Wyner cellular model via product of random matrices theory

Problems of Information Transmission ◽

10.1134/s0032946009010025 ◽

2009 ◽

Vol 45 (1) ◽

pp. 5-22 ◽

Cited By ~ 6

Author(s):

N. Levy ◽

O. Zeitouni ◽

S. Shamai (Shitz)

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Large Deviations ◽

Random Matrices ◽

Central Limit ◽

Cellular Model ◽

Product Of Random Matrices

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Large deviations for the largest eigenvalue of the sum of two random matrices

Electronic Journal of Probability ◽

10.1214/19-ejp405 ◽

2020 ◽

Vol 25 (0) ◽

Author(s):

Alice Guionnet ◽

Mylène Maïda

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Largest Eigenvalue ◽

The Largest Eigenvalue

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Publisher's Note: Spectral order statistics of Gaussian random matrices: Large deviations for trapped fermions and associated phase transitions [Phys. Rev. E 90 , 040102(R) (2014)]

Physical Review E ◽

10.1103/physreve.102.059902 ◽

2020 ◽

Vol 102 (5) ◽

Author(s):

Isaac Pérez Castillo

Keyword(s):

Phase Transitions ◽

Large Deviations ◽

Order Statistics ◽

Random Matrices ◽

Spectral Order ◽

Trapped Fermions

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Linear statistics and pushed Coulomb gas at the edge of β -random matrices: Four paths to large deviations

EPL (Europhysics Letters) ◽

10.1209/0295-5075/125/20009 ◽

2019 ◽

Vol 125 (2) ◽

pp. 20009 ◽

Cited By ~ 5

Author(s):

Alexandre Krajenbrink ◽

Pierre Le Doussal

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Coulomb Gas ◽

Linear Statistics

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Berry-Esseen bounds and Cramér type large deviations for eigenvalues of random matrices

Science China Mathematics ◽

10.1007/s11425-014-4948-2 ◽

2015 ◽

Vol 58 (9) ◽

pp. 1959-1980 ◽

Cited By ~ 3

Author(s):

Lei Chen ◽

FuQing Gao ◽

ShaoChen Wang

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Eigenvalues Of Random Matrices

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Large deviations of the maximum eigenvalue in Wishart random matrices

Journal of Physics A Mathematical and Theoretical ◽

10.1088/1751-8113/40/16/005 ◽

2007 ◽

Vol 40 (16) ◽

pp. 4317-4337 ◽

Cited By ~ 75

Author(s):

Pierpaolo Vivo ◽

Satya N Majumdar ◽

Oriol Bohigas

Keyword(s):

Large Deviations ◽

Random Matrices ◽

Maximum Eigenvalue

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Spectral order statistics of Gaussian random matrices: Large deviations for trapped fermions and associated phase transitions

Physical Review E ◽

10.1103/physreve.90.040102 ◽

2014 ◽

Vol 90 (4) ◽

Cited By ~ 14

Author(s):

Isaac Pérez Castillo

Keyword(s):

Phase Transitions ◽

Large Deviations ◽

Order Statistics ◽

Random Matrices ◽

Spectral Order ◽

Trapped Fermions

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