Almost sure weak convergence for the generalized orthogonal ensemble (Q5950966): Difference between revisions

The generalized orthogonal ensemble satisfies isoperimetric inequalities analogous to the Gaussian isoperimetric inequality, and an analogue of Wigner's law. Let \(v\) be a continuous and even real function such that \(V(X)= \text{trace} v(X)/n\) defines a uniformly \(p\)-convex function on the real symmetric \(n\times n\) matrices \(X\) for some \(p\geq 2\). Then \(v(dX)= e^{-V(X)} dX/Z\) satisfies deviation and transportation inequalities analogous to those satisfied by Gaussian measure, but for the Schatten \(c^p\) norm. The map, that associates to each \(X\in M^s_n(\mathbb{R})\) its ordered eigenvalue sequence, induces from \(v\) a measure which satisfies similar inequalities. It follows from such concentration inequalities that the empirical distribution of eigenvalues converges weakly almost surely to some non-random compactly supported probability distribution as \(n\to\infty\).