Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles.

Maida, Mylène. "Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles.." Electronic Journal of Probability [electronic only] 12 (2007): 1131-1150. <http://eudml.org/doc/128198>.

@article{Maida2007,
author = {Maida, Mylène},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {spiked models; spectral radius; Itzykson-Zuber integrals},
language = {eng},
pages = {1131-1150},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles.},
url = {http://eudml.org/doc/128198},
volume = {12},
year = {2007},
}

TY - JOUR
AU - Maida, Mylène
TI - Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles.
JO - Electronic Journal of Probability [electronic only]
PY - 2007
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 12
SP - 1131
EP - 1150
LA - eng
KW - spiked models; spectral radius; Itzykson-Zuber integrals
UR - http://eudml.org/doc/128198
ER -