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Moderate deviations for traces of words in a mult-matrix model


 
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1. Title Title of document Moderate deviations for traces of words in a mult-matrix model
 
2. Creator Author's name, affiliation, country Peter Eichelsbacher; Ruhr-University of Bochum; Germany
 
2. Creator Author's name, affiliation, country Jens Sommerauer; Ruhr-University of Bochum; Germany
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random matrices, moderate deviations, map enumeration
 
3. Subject Subject classification 15A52;60F05;60F10
 
4. Description 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).
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) SFB/TR 12 and Studienstiftung des deutschen Volkes
 
7. Date (YYYY-MM-DD) 2009-12-21
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1515
 
10. Identifier Digital Object Identifier 10.1214/ECP.v14-1515
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 14
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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