A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices

Authors
Citation
F. Hiai et D. Petz, A large deviation theorem for the empirical eigenvalue distribution of random unitary matrices, ANN IHP-PR, 36(1), 2000, pp. 71-85
Citations number
14
Categorie Soggetti
Mathematics
Journal title
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
ISSN journal
02460203 → ACNP
Volume
36
Issue
1
Year of publication
2000
Pages
71 - 85
Database
ISI
SICI code
0246-0203(200001/02)36:1<71:ALDTFT>2.0.ZU;2-#
Abstract
It is Shown that the empirical eigenvalue distribution of suitably distribu ted random unitary matrices satisfies the large deviation principle as the matrix size goes to infinity. The primary term of the rate function is the logarithmic energy (or the minus sign of Voiculescu's free entropy). Exampl es of random unitaries are also discussed, one of them is related to the wo rk of Gross and Witten in quantum physics. (C) 2000 Editions scientifiques et medicales Elsevier SAS.