Large deviations and stochastic calculus for large random matrices.
Guionnet, Alice
Probability Surveys [electronic only], Tome 1 (2004), p. 72-172 / Harvested from The Electronic Library of Mathematics
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Publié le : 2004-01-01
DOI : https://doi.org/10.1214/154957804100000033
EUDML-ID : urn:eudml:doc:233332 
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     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/