We study a physical system of $N$ interacting particles in $\mathbb{R}^{d}$, $d\geq1$, subject to pair repulsion and confined by an external field. We establish a large deviations principle for their empirical distribution as $N$ tends to infinity. In the case of Riesz interaction, including Coulomb interaction in arbitrary dimension $d>2$, the rate function is strictly convex and admits a unique minimum, the equilibrium measure, characterized via its potential. It follows that almost surely, the empirical distribution of the particles tends to this equilibrium measure as $N$ tends to infinity. In the more specific case of Coulomb interaction in dimension $d>2$, and when the external field is a convex or increasing function of the radius, then the equilibrium measure is supported in a ring. With a quadratic external field, the equilibrium measure is uniform on a ball.
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