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2017 Large deviations for biorthogonal ensembles and variational formulation for the Dykema-Haagerup distribution
Raphaël Butez
Electron. Commun. Probab. 22: 1-11 (2017). DOI: 10.1214/17-ECP68

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.

Citation

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Raphaël Butez. "Large deviations for biorthogonal ensembles and variational formulation for the Dykema-Haagerup distribution." Electron. Commun. Probab. 22 1 - 11, 2017. https://doi.org/10.1214/17-ECP68

Information

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

zbMATH: 1368.60026
MathSciNet: MR3678568
Digital Object Identifier: 10.1214/17-ECP68

Subjects:
Primary: 60B20, 60F10

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