Large Deviation Principles via Spherical Integrals

DOI10.2140/PMP.2022.3.543MaRDI QIDQ6338750arXivFDO

Authors S. T. Belinschi, Alice Guionnet, Jiaoyang Huang

Publication date 15 April 2020

Published in arXiv

Full work available at URL https://doi.org/10.2140/PMP.2022.3.543

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20) Symmetric functions and generalizations (05E05)

arXiv classification

math.PRmath.CO

Abstract: In this article, we develop a framework to study the large deviation principle for matrix models and their quantized versions, by tilting the measures using the limits of spherical integrals obtained in [46,47]. As examples, we obtain 1. a large deviation principle for the empirical distribution of the diagonal entries of $U{B}_N{U}^{\ast }$, for a sequence of $NimesN$ diagonal matrices $B_N$ and unitary Haar distributed matrices $U$; 2. a large deviation upper bound for the empirical eigenvalue distribution of $A_N+U{B}_N{U}^{\ast }$, for two sequences of $NimesN$ diagonal matrices $A_N,B_N$, and their complementary lower bounds at measures which are described by the free product with amalgamation; 3. a large deviation principle for the Kostka number $$, for two sequences of partitions $$ with at most $N$ rows; 4. a large deviation upper bound for the Littlewood-Richardson coefficients $$, for three sequences of partitions $$ with at most $N$ rows, and their complementary lower bounds at nice measures.

This page was built for publication: Large Deviation Principles via Spherical Integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6338750)