Large deviations from the circular law

ESAIM - Probability and Statistics

Volumn 2, Issue , 1998, Pages 123-134

  Ben Arous, Gérard ^a   Zeitouni, Ofer ^b  

^a EPFL   (Switzerland)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84996131078     PISSN: 12928100     EISSN: 12623318     Source Type: Journal    
DOI: 10.1051/ps:1998104     Document Type: Article

References (10)

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2. Ed ELMAN A., (1997). The probability that a random real gaussian matrix has k real eigenvalues, related distributions, and the circular law, Jour. Multivariate Anal., 60, 203-232.
3. Glrko V.L., (1984). Circular law, Theory Prob. Appl. 29, 694-706.
4. Hllle E., (1962). Analytic function theory, Vol. II, Ginn and Co., Boston.
5. LEHMANN N, Sommers H. J., (1991). Eigenvalue statistics of random real matrices, Phys. Rev. Let. 67, 941-944.
6. Mehta M.L., (1991). Random matrices, Academic Press, New York.
7. Hlai F., Petz D., (1998). Logarithmic energy as entropy functional, in: Advances in differential equations and mathematical physics, E. Carlen, E, M. Harrell and M. Loss, editors, Contemporary Mathematics, vol. 217, 205-221, AMS, Providence.
8. Hlai F., Petz D., (1997a). A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices, preprint.
9. Hlai F., D. Petz, (1997b). Eigenvalue density of the Wishart matrix and large deviations, preprint.
10. MHASKAR H.N., Saff E.B., (1985). Where does the sup norm of a weighted polynomial live, Const. Approx., 1, 71-91.