Logarithmic potential theory and large deviation
Probability
2019-04-29 v2 Complex Variables
Abstract
We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets of with weakly admissible external fields and very general measures on . For this we use logarithmic potential theory in , , and a standard contraction principle in large deviation theory which we apply from the two-dimensional sphere in to the complex plane .
Cite
@article{arxiv.1407.7481,
title = {Logarithmic potential theory and large deviation},
author = {T. Bloom and N. Levenberg and F. Wielonsky},
journal= {arXiv preprint arXiv:1407.7481},
year = {2019}
}