2 papers
math.PR2006★ 14 cited
Large deviations for random matrix ensembles in mesoscopic physics
Peter Eichelsbacher, Michael Stolz
In his seminal 1962 paper on the ``threefold way'', Freeman Dyson classified the spaces of matrices that support the random matrix ensembles deemed relevant from the point of view…
math.RT2006★ 2 cited
Asymptotics of matrix integrals and tensor invariants of compact Lie groups
Michael Stolz, Tatsuya Tate
In this paper we give an asymptotic formula for a matrix integral which plays a crucial role in the approach of Diaconis et al. to random matrix eigenvalues. The choice of paramete…