Large deviations upper bounds for the laws of matrix-valued processes and non-communicative entropies

被引:0
作者
Duvillard, TC
Guionnet, A
机构
[1] Univ Paris 05, UFR Math Info, F-75270 Paris 6, France
[2] Ecole Normale Super Lyon, UMPA, F-69364 Lyon 07, France
关键词
large deviations; random matrices; non-commutative measure; integration;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Using It (o) over caps calculus, we study the large deviations properties of the law of the spectral measure of the Hermitian Brownian motion. We extend this strategy to the symmetric, unitary and Wishart processes. This dynamical approach is generalized to the study of the large deviations of the non-commutative laws of several independent Hermitian Brownian motions. As a consequence, we can bound from above entropies defined in the spirit of the microstates entropy introduced by Voiculescu.
引用
收藏
页码:1205 / 1261
页数:57
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