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.
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Electronic Communications in Probability [electronic only]
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The rate of convergence for spectra of GUE and LUE matrix ensembles
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Free generalized gamma convolutions.
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Electronic Communications in Probability [electronic only]
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Electronic Journal of Probability [electronic only]
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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 ).
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Electronic Communications in Probability [electronic only]
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ESAIM: Probability and Statistics
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Limit theorems for self-normalized large deviation.
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Electronic Journal of Probability [electronic only]
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Electronic Communications in Probability [electronic only]
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