Large deviations and stochastic calculus for large random matrices.

Guionnet, Alice. "Large deviations and stochastic calculus for large random matrices.." Probability Surveys [electronic only] 1 (2004): 72-172. <http://eudml.org/doc/233332>.

@article{Guionnet2004,
author = {Guionnet, Alice},
journal = {Probability Surveys [electronic only]},
keywords = {large deviations; random matrices; non-commutative measure; integration},
language = {eng},
pages = {72-172},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Large deviations and stochastic calculus for large random matrices.},
url = {http://eudml.org/doc/233332},
volume = {1},
year = {2004},
}

TY - JOUR
AU - Guionnet, Alice
TI - Large deviations and stochastic calculus for large random matrices.
JO - Probability Surveys [electronic only]
PY - 2004
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 1
SP - 72
EP - 172
LA - eng
KW - large deviations; random matrices; non-commutative measure; integration
UR - http://eudml.org/doc/233332
ER -