Gamboa, Fabrice; Nagel, Jan; Rouault, Alain Large deviations and a new sum rule for spectral matrix measures of the Jacobi ensemble. (English) Zbl 1479.60058 Random Matrices Theory Appl. 10, No. 1, Article ID 2150008, 36 p. (2021). Reviewer: Francisco Marcellán (Leganes) MSC: 60F10 15B52 42C05 47B36 15A18 60B20 PDFBibTeX XMLCite \textit{F. Gamboa} et al., Random Matrices Theory Appl. 10, No. 1, Article ID 2150008, 36 p. (2021; Zbl 1479.60058) Full Text: DOI arXiv
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain Sum rules and large deviations for spectral matrix measures. (English) Zbl 1442.60037 Bernoulli 25, No. 1, 712-741 (2019). MSC: 60F10 60B20 42C05 15B52 PDFBibTeX XMLCite \textit{F. Gamboa} et al., Bernoulli 25, No. 1, 712--741 (2019; Zbl 1442.60037) Full Text: DOI arXiv Euclid
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain Sum rules and large deviations for spectral measures on the unit circle. (English) Zbl 1361.60020 Random Matrices Theory Appl. 6, No. 1, Article ID 1750005, 49 p. (2017). MSC: 60F10 60B20 42C05 15B52 PDFBibTeX XMLCite \textit{F. Gamboa} et al., Random Matrices Theory Appl. 6, No. 1, Article ID 1750005, 49 p. (2017; Zbl 1361.60020) Full Text: DOI arXiv
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain Sum rules via large deviations. (English) Zbl 1327.47028 J. Funct. Anal. 270, No. 2, 509-559 (2016). MSC: 47B36 47B15 47B80 42C05 60B20 PDFBibTeX XMLCite \textit{F. Gamboa} et al., J. Funct. Anal. 270, No. 2, 509--559 (2016; Zbl 1327.47028) Full Text: DOI arXiv
Nagel, Jan Nonstandard limit theorems and large deviations for the Jacobi beta ensemble. (English) Zbl 1304.15026 Random Matrices Theory Appl. 3, No. 3, Article ID 1450012, 20 p. (2014). Reviewer: A. Arvanitoyeorgos (Patras) MSC: 15B52 60F10 60B20 PDFBibTeX XMLCite \textit{J. Nagel}, Random Matrices Theory Appl. 3, No. 3, Article ID 1450012, 20 p. (2014; Zbl 1304.15026) Full Text: DOI arXiv
Dette, Holger; Guhlich, Matthias; Nagel, Jan Distributions on matrix moment spaces. (English) Zbl 1298.60030 J. Multivariate Anal. 131, 17-31 (2014). MSC: 60F05 15B52 30E05 PDFBibTeX XMLCite \textit{H. Dette} et al., J. Multivariate Anal. 131, 17--31 (2014; Zbl 1298.60030) Full Text: DOI
Dette, Holger; Nagel, Jan Distributions on unbounded moment spaces and random moment sequences. (English) Zbl 1255.60032 Ann. Probab. 40, No. 6, 2690-2704 (2012). MSC: 60F05 30E05 15B52 PDFBibTeX XMLCite \textit{H. Dette} and \textit{J. Nagel}, Ann. Probab. 40, No. 6, 2690--2704 (2012; Zbl 1255.60032) Full Text: DOI arXiv Euclid
Dette, Holger; Nagel, Jan Matrix measures, random moments, and Gaussian ensembles. (English) Zbl 1237.60018 J. Theor. Probab. 25, No. 1, 25-49 (2012). MSC: 60F05 15B52 30E05 60B20 PDFBibTeX XMLCite \textit{H. Dette} and \textit{J. Nagel}, J. Theor. Probab. 25, No. 1, 25--49 (2012; Zbl 1237.60018) Full Text: DOI arXiv
Gamboa, Fabrice; Nagel, Jan; Rouault, Alain; Wagener, Jens Large deviations for random matricial moment problems. (English) Zbl 1236.15068 J. Multivariate Anal. 106, 17-35 (2012). Reviewer: Grozio Stanilov (Sofia) MSC: 15B52 60F10 60B20 PDFBibTeX XMLCite \textit{F. Gamboa} et al., J. Multivariate Anal. 106, 17--35 (2012; Zbl 1236.15068) Full Text: DOI arXiv
Guhlich, Matthias; Nagel, Jan; Dette, Holger Random block matrices generalizing the classical Jacobi and Laguerre ensembles. (English) Zbl 1193.60009 J. Multivariate Anal. 101, No. 8, 1884-1897 (2010). MSC: 60B20 33C45 PDFBibTeX XMLCite \textit{M. Guhlich} et al., J. Multivariate Anal. 101, No. 8, 1884--1897 (2010; Zbl 1193.60009) Full Text: DOI