A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices

Fumio Hiai; Dénes Petz

Annales de l'I.H.P. Probabilités et statistiques (2000)

  • Volume: 36, Issue: 1, page 71-85
  • ISSN: 0246-0203

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Hiai, Fumio, and Petz, Dénes. "A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices." Annales de l'I.H.P. Probabilités et statistiques 36.1 (2000): 71-85. <http://eudml.org/doc/77650>.

@article{Hiai2000,
author = {Hiai, Fumio, Petz, Dénes},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {large deviations; random unitary matrix; eigenvalue density; logarithmic energy},
language = {eng},
number = {1},
pages = {71-85},
publisher = {Gauthier-Villars},
title = {A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices},
url = {http://eudml.org/doc/77650},
volume = {36},
year = {2000},
}

TY - JOUR
AU - Hiai, Fumio
AU - Petz, Dénes
TI - A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2000
PB - Gauthier-Villars
VL - 36
IS - 1
SP - 71
EP - 85
LA - eng
KW - large deviations; random unitary matrix; eigenvalue density; logarithmic energy
UR - http://eudml.org/doc/77650
ER -

References

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  11. [11] D. Voiculescu, The analogues of entropy and of Fisher's information measure in free probability theory, I, Comm. Math. Phys.155 (1993) 71-92. Zbl0781.60006MR1228526
  12. [12] D. Voiculescu, The analogues of entropy and of Fisher's information measure in free probability theory, II, Invent. Math.118 (1994) 411-440. Zbl0820.60001MR1296352
  13. [13] D. Voiculescu, The analogues of entropy and of Fisher's information measure in free probability theory III: The absence of Cartan subalgebras, Geom. Funct. Anal.6 ( 1996) 172-199. Zbl0856.60012MR1371236
  14. [14] D.V. Voiculescu, K.J. Dykema and A. Nica, Free Random Variables, CRM Monograph Ser., Vol. 1, Amer. Math. Soc., 1992. Zbl0795.46049MR1217253

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