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 Electronic Communications in Probability > Vol. 14 (2009) > Paper 56 open journal systems 


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

Peter Eichelsbacher, Professor at Ruhr-University of Bochum
Jens Sommerauer,


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).


Full text: PDF

Pages: 572-586

Published on: December 21, 2009
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Electronic Communications in Probability. ISSN: 1083-589X