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Large deviation for stochastic line integrals asLp-currents

โœ Scribed by Shigeo Kusuoka; Kazumasa Kuwada; Yozo Tamura


Publisher
Springer
Year
2009
Tongue
English
Weight
301 KB
Volume
147
Category
Article
ISSN
1432-2064

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Large Deviations Asymptotics for Spheric
โœ Alice Guionnet; Ofer Zeitouni ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 554 KB

Consider the spherical integral , where m b N denote the Haar measure on the orthogonal group O N when b=1 and on the unitary group U N when b=2, and D N , E N are diagonal real matrices whose spectral measures converge to m D , m E . In this paper we prove the existence and represent as solution t