| Автор | Ben Arous, Gérard |
| Автор | Zeitouni, Ofer |
| Дата выпуска | 1998 |
| dc.description | We prove a full large deviations principle, in the scale N<sup>2</sup>, for the empirical measure of the eigenvalues of an N x N (non self-adjoint) matrix composed of i.i.d. zero mean random variables with variance N<sup>-1</sup>. The (good) rate function which governs this rate function possesses as unique minimizer the circular law, providing an alternative proof of convergence to the latter. The techniques are related to recent work by Ben Arous and Guionnet, who treat the self-adjoint case. A crucial role is played by precise determinant computations due to Edelman and to Lehmann and Sommers. |
| Формат | application.pdf |
| Издатель | EDP Sciences |
| Копирайт | © EDP Sciences, SMAI, 1998 |
| Тема | Large deviations / circular law / non commutative entropy. |
| Название | Large deviations from the circular law |
| Тип | research-article |
| DOI | 10.1051/ps:1998104 |
| Electronic ISSN | 1262-3318 |
| Print ISSN | 1292-8100 |
| Журнал | ESAIM: Probability and Statistics |
| Том | 2 |
| Первая страница | 123 |
| Последняя страница | 134 |
| Аффилиация | Ben Arous Gérard; (Gerard.Benarous@epfl.ch) |
| Аффилиация | Zeitouni Ofer; (zeitouni@ee.technion.ac.il) |
