Abstract.
We prove large deviation bounds for the convergence of Hermitian matrix valued Brownian motion towards free Brownian motion. As a consequence, we obtain upper and lower bounds on the microstates entropy introduced by Voiculescu [24].
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Oblatum 5-VIII-2002 & 18-XI-2002¶Published online: 24 February 2003
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Biane, P., Capitaine, M. & Guionnet, A. Large deviation bounds for matrix Brownian motion. Invent. math. 152, 433–459 (2003). https://doi.org/10.1007/s00222-002-0281-4
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DOI: https://doi.org/10.1007/s00222-002-0281-4