@article{05728569, title = {Large deviations and stochastic calculus for large random matrices.}, journal = {Probability Surveys [electronic only]}, volume = {1}, year = {2004}, pages = {72-172}, doi = {10.1214/154957804100000033}, zbl = {1189.60059}, language = {en}, url = {http://dml.mathdoc.fr/item/05728569} }
Guionnet, Alice. Large deviations and stochastic calculus for large random matrices.. Probability Surveys [electronic only], Tome 1 (2004) pp. 72-172. doi : 10.1214/154957804100000033. http://gdmltest.u-ga.fr/item/05728569/