Logarithmic Potential Theory and Large Deviation
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 C with weakly admissible external fields Q and very general measures ν on K . For this we use logarithmic potential theory in R n , n ≥ 2...
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Veröffentlicht in: | Computational methods and function theory 2015-12, Vol.15 (4), p.555-594 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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Zusammenfassung: | 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
C
with weakly admissible external fields
Q
and very general measures
ν
on
K
. For this we use logarithmic potential theory in
R
n
,
n
≥
2
, and a standard contraction principle in large deviation theory which we apply from the two-dimensional sphere in
R
3
to the complex plane
C
. |
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ISSN: | 1617-9447 2195-3724 |
DOI: | 10.1007/s40315-015-0120-4 |