Addendum to " Sum rules via large deviations "
Probability
2017-03-07 v2
Abstract
In these notes we fill a gap in a proof in Section 4 of Gamboa, Nagel, Rouault [Sum rules via large deviations, J. Funct. Anal. 270 (2016), 509-559]. We prove a general theorem which combines a LDP with a convex rate function and a LDP with a non-convex one. This result will be used to prove LDPs for spectral matrix measures and for spectral measures on the unit circle.
Cite
@article{arxiv.1610.02071,
title = {Addendum to " Sum rules via large deviations "},
author = {Fabrice Gamboa and Jan Nagel and Alain Rouault},
journal= {arXiv preprint arXiv:1610.02071},
year = {2017}
}