Large deviations and stochastic calculus for large random matrices.
Guionnet, Alice (2004)
Probability Surveys [electronic only]
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Displaying similar documents to “A matrix representation of the Bercovici-Pata bijection.”
Large deviations and stochastic calculus for large random matrices.
Concentration of the spectral measure for large random matrices with stable entries.
Houdré, Christian, Xu, Hua (2008)
Electronic Journal of Probability [electronic only]
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Poisson statistics for the largest eigenvalues of Wigner random matrices with heavy tails.
Soshnikov, Alexander (2004)
Electronic Communications in Probability [electronic only]
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The rate of convergence for spectra of GUE and LUE matrix ensembles
Friedrich Götze, Alexander Tikhomirov (2005)
Open Mathematics
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We obtain optimal bounds of order O(n −1) for the rate of convergence to the semicircle law and to the Marchenko-Pastur law for the expected spectral distribution functions of random matrices from the GUE and LUE, respectively.
Free generalized gamma convolutions.
Abreu, Victor Perez, Sakuma, Noriyoshi (2008)
Electronic Communications in Probability [electronic only]
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The Barnes G function and its relations with sums and products of generalized gamma convolution variables.
Nikeghbali, Ashkan, Yor, Marc (2009)
Electronic Communications in Probability [electronic only]
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On the second-order correlation function of the characteristic polynomial of a real symmetric Wigner matrix.
Kösters, Holger (2008)
Electronic Communications in Probability [electronic only]
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Infinitely divisible random probability distributions with an application to a random motion in a random environment.
Shiga, Tokuzo, Tanaka, Hiroshi (2006)
Electronic Journal of Probability [electronic only]
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Rate of convergence to the semi-circle law for the Deformed Gaussian Unitary Ensemble
Friedrich Götze, Alexander Tikhomirov, Dmitry Timushev (2007)
Open Mathematics
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It is shown that the Kolmogorov distance between the expected spectral distribution function of an n × n matrix from the Deformed Gaussian Ensemble and the distribution function of the semi-circle law is of order O(n −2/3+v ).
The spectral laws of Hermitian block-matrices with large random blocks.
Oraby, Tamer F. (2007)
Electronic Communications in Probability [electronic only]
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Multidimensional version of the results of Komlós, Major and Tusnády for vectors with finite exponential moments
A. Yu. Zaitsev (1998)
ESAIM: Probability and Statistics
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Limit theorems for self-normalized large deviation.
Wang, Qiying (2005)
Electronic Journal of Probability [electronic only]
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Concentration of the spectral measure of large Wishart matrices with dependent entries.
Guntuboyina, Adityanand, Leeb, Hannes (2009)
Electronic Communications in Probability [electronic only]
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