### Abstract

A large deviation theorem is obtained for a certain sequence of random measures which includes the empirical eigenvalue distribution of Wishart matrices, as the matrix size tends to infinity. The rate function is convex and one of its ingredients is the logarithmic energy. In the case of the singular Wishart matrix, the limit distribution has an atom.

Original language | English |
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Pages (from-to) | 633-646 |

Number of pages | 14 |

Journal | Infinite Dimensional Analysis, Quantum Probability and Related Topics |

Volume | 1 |

Issue number | 4 |

DOIs | |

Publication status | Published - Oct 1998 |

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### ASJC Scopus subject areas

- Statistical and Nonlinear Physics
- Statistics and Probability
- Mathematical Physics
- Applied Mathematics