Large Deviations Upper Bounds for the Laws of Matrix-Valued Processes and Non-Communicative Entropies
Open Access
- 1 July 2001
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 29 (3), 1205-1261
- https://doi.org/10.1214/aop/1015345602
Abstract
No abstract availableThis publication has 25 references indexed in Scilit:
- A note on cyclic gradientsIndiana University Mathematics Journal, 2000
- Large deviations for Wigner's law and Voiculescu's non-commutative entropyProbability Theory and Related Fields, 1997
- The analogues of entropy and of Fisher's information measure in free probability theory, IIInventiones Mathematicae, 1994
- Interacting Brownian particles and the Wigner lawProbability Theory and Related Fields, 1993
- The analogues of entropy and of Fisher's information measure in free probability theory, ICommunications in Mathematical Physics, 1993
- Large deviations for empirical measures with degenerate limiting distributionProbability Theory and Related Fields, 1993
- The Wigner semi-circle law and eigenvalues of matrix-valued diffusionsProbability Theory and Related Fields, 1992
- Nonlinear diffusion limit for a system with nearest neighbor interactionsCommunications in Mathematical Physics, 1988
- Large deviations from the mckean-vlasov limit for weakly interacting diffusionsStochastics, 1987
- THE GENERALISED PRODUCT MOMENT DISTRIBUTION IN SAMPLES FROM A NORMAL MULTIVARIATE POPULATIONBiometrika, 1928