Large deviations upper bounds and central limit theorems for non-commutative functionals of Gaussian large random matrices

被引：67

作者：

Guionnet, A ^{[1
]}

机构：

[1] Ecole Normale Super Lyon, UMPA, F-69364 Lyon 07, France

来源：

ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2002年 / 38卷 / 03期

关键词：

large deviations; random matrices; central limit theorem;

D O I：

10.1016/S0246-0203(01)01093-7

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：

We obtain large deviation upper bounds and central limit theorems for non-commutative functionals of large Gaussian band matrices and deterministic diagonal matrices with converging spectral measure. As a consequence, we derive such type of results for the spectral measure of Gaussian band matrices and Gaussian sample covariance matrices. (C) 2002 Editions scientifiques et medicales Elsevier SAS.

引用

页码：341 / 384

页数：44

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