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A special family of changes of measure
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Classroom Contents
Large Deviations for Traces of Wigner Matrices
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- 1 Intro
- 2 Typical and large deviations behaviors
- 3 Large deviation principles
- 4 Wigner matrices with bounded entries
- 5 Example of a lower bound
- 6 Speed of large deviations
- 7 Large deviation result
- 8 Wigner matrices with sharp sub-Gaussian tails
- 9 Universality in large deviations
- 10 Mechanism of large deviations
- 11 Large deviation lower bound
- 12 A special family of changes of measure
- 13 Nonlinear large deviations
- 14 Functions of low complexity
- 15 Large deviation of traces of Wigner matrices
