Large deviation bounds for matrix Brownian motion
P Biane, M Capitaine, A Guionnet - Inventiones mathematicae, 2003 - Springer
P Biane, M Capitaine, A Guionnet
Inventiones mathematicae, 2003•SpringerLarge deviation bounds for matrix Brownian motion … We prove large deviation bounds for
the convergence of Hermitian matrix valued Brownian motion towards free Brownian motion.
As a consequence, we obtain upper and lower bounds on the microstates entropy
introduced by Voiculescu [24]. …
the convergence of Hermitian matrix valued Brownian motion towards free Brownian motion.
As a consequence, we obtain upper and lower bounds on the microstates entropy
introduced by Voiculescu [24]. …
Abstract
We prove large deviation bounds for the convergence of Hermitian matrix valued Brownian motion towards free Brownian motion. As a consequence, we obtain upper and lower bounds on the microstates entropy introduced by Voiculescu [24].
Springer
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