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تسجيل مستخدم جديدLarge deviations for the largest eigenvalue of an Hermitian Brownian motion
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تأليف
Catherine Donati-Martin
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We establish a large deviation principle for the process of the largest eigenvalue of an Hermitian Brownian motion. By a contraction principle, we recover the LDP for the largest eigenvalue of a rank one deformation of the GUE.
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