Operator-valued spectral measures and large deviations

被引:8
|
作者
Gamboa, Fabrice [1 ]
Rouault, Alain [2 ]
机构
[1] Univ Toulouse 3, Inst Math Toulouse, F-31062 Toulouse 9, France
[2] Univ Versailles St Quentin, LMV UMR 8100, F-78035 Versailles, France
关键词
Random matrices; Spectral measures; Matrix orthogonal polynomials; Large deviations; MATRIX MEASURES; LIMIT-THEOREM;
D O I
10.1016/j.jspi.2014.02.005
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let H be a Hilbert space, let U be a unitary operator on H and let K be a cyclic subspace for U. The spectral measure of the pair (U, K) is an operator-valued measure list on the unit circle T such that integral(zk)(T) d mu k(z) = (PkU(k))vertical bar k for all k >= 0 where P-k and vertical bar K are the projection and restriction on K, respectively. When K is one dimensional, mu is a scalar probability measure. In this case, if U is picked at random from the unitary group U(N) under the Haar measure, then any fixed K is almost surely cyclic for U. Let mu((N)) be the random spectral (scalar) measure of (U, K). The sequence (mu((N))) was studied extensively, in the regime of large N. It converges to the Haar measure lambda on T and satisfies the Large Deviation Principle at scale N with a good rate function which is the reverse Kullback information with respect to lambda (Gamboa and Rouault, 2010). The purpose of the present paper is to give an extension of this result for general K (of fixed finite dimension p) and eventually to offer a projective statement (all p simultaneously), at the level of operator-valued spectral measures in infinite dimensional spaces. (C) 2014 Elsevier B.V. All rights reserved.
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页码:72 / 86
页数:15
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