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 linearization of Connes' embedding problem.”
Large deviations and stochastic calculus for large random matrices.
On the function .
Fannes, Mark, Petz, Dénes (2002)
International Journal of Mathematics and Mathematical Sciences
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Classification of injective factors: The work of Alain Connes.
Wright, Steve (1983)
International Journal of Mathematics and Mathematical Sciences
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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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A recursion formula for the moments of the gaussian orthogonal ensemble
M. Ledoux (2009)
Annales de l'I.H.P. Probabilités et statistiques
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We present an analogue of the Harer–Zagier recursion formula for the moments of the gaussian Orthogonal Ensemble in the form of a five term recurrence equation. The proof is based on simple gaussian integration by parts and differential equations on Laplace transforms. A similar recursion formula holds for the gaussian Symplectic Ensemble. As in the complex case, the result is interpreted as a recursion formula for the number of 1-vertex maps in locally orientable surfaces with a given...
Wigner theorems for random matrices with dependent entries: ensembles associated to symmetric spaces and sample covariance matrices.
Hofmann-Credner, Katrin, Stolz, Michael (2008)
Electronic Communications in Probability [electronic only]
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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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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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Orthogonal polynomial ensembles in probability theory.
König, Wolfgang (2005)
Probability Surveys [electronic only]
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Kargin, Vladislav (2009)
Electronic Communications in Probability [electronic only]
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Concentration of the spectral measure for large matrices.
Guionnet, A., Zeitouni, O. (2000)
Electronic Communications in Probability [electronic only]
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Orthogonal scalar products on von Neumann algebras
Stanisław Goldstein (1984)
Studia Mathematica
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