Moderate deviations for spectral measures of random matrix ensembles
作者： Jan Nagel
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摘要: In this paper we consider the (weighted) spectral measure µn of a nn random matrix, distributed according to classical Gaussian, Laguerre or Jacobi ensemble, and show moderate deviation principle for standardised signed p n/an(µn − �). The centering measureis weak limit empirical eigenvalue distribution rate function is given in terms L 2 -norm density with respect �. proof involves tridiagonal representations ensembles which provide us sequence independent variables link orthogonal polynomials.
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