Large deviations from the circular law

Gérard Ben Arous; Ofer Zeitouni

ESAIM: Probability and Statistics (1998)

  • Volume: 2, page 123-134
  • ISSN: 1292-8100

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Ben Arous, Gérard, and Zeitouni, Ofer. "Large deviations from the circular law." ESAIM: Probability and Statistics 2 (1998): 123-134. <http://eudml.org/doc/104246>.

@article{BenArous1998,
author = {Ben Arous, Gérard, Zeitouni, Ofer},
journal = {ESAIM: Probability and Statistics},
keywords = {circular law; large deviations; random matrices},
language = {eng},
pages = {123-134},
publisher = {EDP Sciences},
title = {Large deviations from the circular law},
url = {http://eudml.org/doc/104246},
volume = {2},
year = {1998},
}

TY - JOUR
AU - Ben Arous, Gérard
AU - Zeitouni, Ofer
TI - Large deviations from the circular law
JO - ESAIM: Probability and Statistics
PY - 1998
PB - EDP Sciences
VL - 2
SP - 123
EP - 134
LA - eng
KW - circular law; large deviations; random matrices
UR - http://eudml.org/doc/104246
ER -

References

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  1. BEN AROUS G., GUIONNET A., ( 1997). Large deviations for Wigner's law and Voiculescu's non commutative entropy, Prob. Th. Rel. Fields, 108, 517-542. Zbl0954.60029MR1465640
  2. EDELMAN A., ( 1997). The probability that a random real gaussian matrix has k real eigenvalues, related distributions, and the circular law, Jour. Multivariate Anal, 60, 203-232. Zbl0886.15024MR1437734
  3. GIRKO V.L., ( 1984). Circular law, Theory Prob. Appl. 29, 694-706. Zbl0565.60034MR773436
  4. HlLLE E., ( 1962). Analytic function theory, Vol. II, Ginn and Co., Boston. Zbl0102.29401MR201608
  5. LEHMANN N, SOMMERS H.J., ( 1991). Eigenvalue statistics of random real matrices, Phys. Rev. Let. 67. 941-944. Zbl0990.82528MR1121461
  6. MEHTA M.L., ( 1991). Random matrices, Academic Press, New York. Zbl0780.60014MR1083764
  7. HIAI F., PETZ D., ( 1998). Logarithmic energy as entropy functional, in: Advances in differential equations and mathematical physics, E. Carlen, E, M. Harrell and M. Loss, editors, Contemporary Mathematics, vol. 217, 205-221, AMS, Providence. Zbl0893.15011MR1606719
  8. HIAI F., PETZ D., ( 1997a). A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices, preprint. Zbl0954.60030MR1743092
  9. HIAI F., PETZ D., ( 1997b). Eigenvalue density of the Wishart matrix and large deviations, preprint. Zbl0934.60006MR1665279
  10. MHASKAR H.N., SAFF E.B., ( 1985). Where does the sup norm of a weighted polynomial live, Const. Approx., 1, 71-91. Zbl0582.41009MR766096

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