Logarithmic potential theory and large deviation

DOI10.1007/S40315-015-0120-4zbMATH Open1330.60046arXiv1407.7481OpenAlexW2108605986MaRDI QIDQ902191FDOQ902191

Authors: Thomas Bloom, Norm Levenberg, F. Wielonsky 

Publication date: 7 January 2016

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

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 $$ to the complex plane $$.

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

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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)

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Cited In (17)

• 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
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• Large deviation principle for empirical fields of log and Riesz gases
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• THE LARGE DEVIATION PRINCIPLE FOR MEASURES WITH RANDOM WEIGHTS
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• Vector energy and large deviation
• The extremal plurisubharmonic function of the torus
• Large deviation rate functions for the partition function in a log-gamma distributed random potential

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