Large deviations for random matrices via spherical integrals
A talk in the Random Matrix Theory seminars series by Alice Guionnet
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I will talk about how to get large deviations estimates for randomly rotated matrix models using the asymptotics of spherical (aka orbital, aka HCIZ) integrals. Compared to the talk I gave last week in integrable probability conference I will concentrate on random matrices rather than symmetric functions.
For further information, see here: https://www.maths.ox.ac.uk/events/list/3669/all