Electronic Communications in Probability

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

Raphaël Butez

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Abstract

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

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

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

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1499068820

Digital Object Identifier
doi:10.1214/17-ECP68

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

Keywords
large deviations Coulomb gases biorthogonal ensembles

Rights
Creative Commons Attribution 4.0 International License.

Citation

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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