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.
"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