A large deviation principle for empirical measures on Polish spaces: Application to singular Gibbs measures on manifolds
Abstract
We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We consider three main applications: Conditional Gibbs measures on compact spaces, Coulomb gases on compact Riemannian manifolds and the usual Gibbs measures in the Euclidean space. Finally, we study the generalization of Fekete points and prove a deterministic version of the Laplace principle known as -convergence. The approach is partly inspired by the works of Dupuis and co-authors. It is remarkably natural and general compared to the usual strategies for singular Gibbs measures.
Keywords
Cite
@article{arxiv.1703.02680,
title = {A large deviation principle for empirical measures on Polish spaces: Application to singular Gibbs measures on manifolds},
author = {David García-Zelada},
journal= {arXiv preprint arXiv:1703.02680},
year = {2020}
}
Comments
23 pages, abstract also in french, for more details in the proofs see version 1, application to Gaussian polynomials added