Large Deviation For Outlying Coordinates in Beta Ensembles
Thomas Bloom

TL;DR
This paper establishes a large deviation principle for the probability measures associated with beta ensembles in the complex plane, extending previous results to broader settings with Bernstein-Markov conditions.
Contribution
It extends large deviation results for beta ensembles to subsets of the complex plane under Bernstein-Markov conditions, generalizing prior work.
Findings
Proves a large deviation principle for beta ensembles in the complex plane.
Extends Borot-Guionnet's results to new settings with broader restrictions.
Incorporates Bernstein-Markov conditions into the analysis.
Abstract
For Y a subset of the complex plane,a beta ensemble is a sequence of probability measures on Y^n for n=1,2,3...depending on a real-valued continuous function Q and a real positive parameter beta.We consider the associated sequence of probability measures on Y where the probability of a subset W is given by the probability that at least one coordinate of Y^n belongs to W. With appropriate restrictions on Y,Q we prove a large deviation principle for this sequence of measures. This extends a result of Borot-Guionnet to subsets of the complex plane and to beta ensembles defined with measures using a Bernstein-Markov condition.
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Taxonomy
TopicsRandom Matrices and Applications · Mathematical Dynamics and Fractals · Stochastic processes and statistical mechanics
