arXiv:1610.04101 [math.PR]AbstractReferencesReviewsResources
Matrix liberation process I: Large deviation upper bound and almost sure convergence
Published 2016-10-13Version 1
We introduce the concept of matrix liberation process, a random matrix counterpart of the liberation process in free probability, and prove a large deviation upper bound for its empirical distribution with several properties on its rate function. As a simple consequence we obtain the almost sure convergence of the empirical distribution of the matrix liberation process to that of the corresponding liberation process as continuous processes in large $N$ limit.
Comments: 31 pages
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