Electronic Communications in Probability

Large deviations for biorthogonal ensembles and variational formulation for the Dykema-Haagerup distribution

Raphaël Butez

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This note provides a large deviation principle for a class of biorthogonal ensembles. We extend the results of Eichelsbacher, Sommerauer and Stolz to a more general type of interactions. In particular, our result covers the case of the singular values of lower triangular random matrices with independent entries introduced by Cheliotis and implies a variational formulation for the Dykema–Haagerup distribution.

Article information

Electron. Commun. Probab. Volume 22 (2017), paper no. 37, 11 pp.

Received: 23 February 2016
Accepted: 15 June 2017
First available in Project Euclid: 3 July 2017

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Primary: 60F10: Large deviations 60B20: Random matrices (probabilistic aspects; for algebraic aspects see 15B52)

large deviations Coulomb gases biorthogonal ensembles

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Butez, Raphaël. Large deviations for biorthogonal ensembles and variational formulation for the Dykema-Haagerup distribution. Electron. Commun. Probab. 22 (2017), paper no. 37, 11 pp. doi:10.1214/17-ECP68. https://projecteuclid.org/euclid.ecp/1499068820

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