Large deviation for the empirical eigenvalue density of truncated Haar unitary matrices

Probability Theory and Related Fields

Volumn 133, Issue 2, 2005, Pages 175-189

  Petz, Dénes ^a   Réffy, Júlia ^a  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

Free probability; Haar unitary; Joint eigenvalue distribution; Large deviation; Random matrices; Random matrix model; Rate function; Truncated Haar unitary

Indexed keywords

EID: 24644460599     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00440-004-0420-5     Document Type: Article

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