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2009 Moderate deviations for traces of words in a mult-matrix model
Peter Eichelsbacher, Jens Sommerauer
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Electron. Commun. Probab. 14: 572-586 (2009). DOI: 10.1214/ECP.v14-1515

Abstract

We prove a moderate deviation principle for traces of words of weakly interacting random matrices defined by a multi-matrix model with a potential being a small perturbation of the GUE. The remarkable strength of high order expansions of the matrix model recently found by Guionnet and Maurel-Segala is the key fact that allows us to develop our result and provides also an alternative proof for a special case of the central limit theorem for traces of words, studied in the article of Guionnet and Maurel-Segala (2006).

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Peter Eichelsbacher. Jens Sommerauer. "Moderate deviations for traces of words in a mult-matrix model." Electron. Commun. Probab. 14 572 - 586, 2009. https://doi.org/10.1214/ECP.v14-1515

Information

Accepted: 21 December 2009; Published: 2009
First available in Project Euclid: 6 June 2016

zbMATH: 1189.15043
MathSciNet: MR2576753
Digital Object Identifier: 10.1214/ECP.v14-1515

Subjects:
Primary: 15A52
Secondary: 60F05, 60F10

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