Logarithmic potential theory and large deviation

DOI10.1007/S40315-015-0120-4MaRDI QIDQ902191zbMATH OpenOpenAlexFDO

Authors Thomas Bloom, Norm Levenberg, F. Wielonsky

Publication date 7 January 2016

Published in Computational Methods and Function Theory (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1407.7481

zbMATH Keywords

random matrix theorylarge deviation principleprobability measureslogarithmic potential theory

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20) Potentials and capacities, extremal length and related notions in higher dimensions (31B15)

Abstract: We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of $$ with weakly admissible external fields $Q$ and very general measures $u$ on $K$. For this we use logarithmic potential theory in $$, $ngeq2$, and a standard contraction principle in large deviation theory which we apply from the two-dimensional sphere in $$ to the complex plane $$.

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Cited in

(17)

• Large deviation rate functions for the partition function in a log-gamma distributed random potential
• The extremal plurisubharmonic function of the torus
• Riesz energy problems with external fields and related theory
• The forbidden region for random zeros: Appearance of quadrature domains
• On Wright's generalized Bessel kernel
• Selberg integral theory and Muttalib-Borodin ensembles
• On external fields created by fixed charges
• Logarithmic equilibrium on the sphere in the presence of multiple point charges
• A large deviation principle for weighted Riesz interactions
• Equilibrium problems in weakly admissible external fields created by pointwise charges
• Large deviation principle for empirical fields of log and Riesz gases
• scientific article; zbMATH DE number 3223067 (Why is no real title available?)
• Voiculescu's entropy and potential theory
• THE LARGE DEVIATION PRINCIPLE FOR MEASURES WITH RANDOM WEIGHTS
• On point-mass Riesz external fields on the real axis
• Renormalized energy and asymptotic expansion of optimal logarithmic energy on the sphere
• Vector energy and large deviation

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