Related papers: Large Deviations and Sum Rules for Spectral Theory…
For beta ensembles with convex poynomial potentials, we prove a large deviation principle for the empirical spectral distribution seen from the rightmost particle. This modified spectral distribution was introduced by Perret and Schehr (J.…
We give abstract versions of the large deviation theorem for the distribution of zeros of polynomials and apply them to the characteristic polynomials of Hermitian random matrices. We obtain new estimates related to the local semi-circular…
We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…
Massive spectral sum rules are derived for Dirac operators of $SU(N_c)$ gauge theories with $N_f$ flavors. The universal microscopic massive spectral densities of random matrix theory, where known, are all consistent with these sum rules.
We introduce an algebra model to study higher order sum rules for orthogonal polynomials on the unit circle. We build the relation between the algebra model and sum rules, and prove an equivalent expression on the algebra side for the sum…
We derive spectral sum rules for inverse powers of the eigenvalues of the Helmholtz equation on a $d$-sphere in the presence of an arbitrary density. By adopting a rigorous renormalization scheme, we remove the divergent contributions of…
We give a unified treatment of dispersive sum rules for four-point correlators in conformal field theory. We call a sum rule dispersive if it has double zeros at all double-twist operators above a fixed twist gap. Dispersive sum rules have…
We prove a Large Deviation Principle for the random spec- tral measure associated to the pair $(H_N; e)$ where $H_N$ is sampled in the GUE(N) and e is a fixed unit vector (and more generally in the $\beta$- extension of this model). The…
In this paper we show a some new look at large deviation theorems from the viewpoint of the information-spectrum (IS) methods, which has been first exploited in information theory, and also demonstrate a new basic formula for the large…
We prove the large deviations principle (LDP) for the law of the solutions to a class of semilinear stochastic partial differential equations driven by multiplicative noise. Our proof is based on the weak convergence approach and…
We derive a large deviation principle for families of random variables in the basin of attraction of spectrally positive stable distributions by proving a uniform version of the Tauberian theorem for Laplace-Stieltjes transforms. The main…
The purpose of this paper is twofold. In one direction, we extend the spectral method for random piecewise expanding and hyperbolic dynamics developed by the first author \textit{et al}. to establish quenched versions of the large deviation…
Short blurb for invited talk at AMS annual meeting in Atlanta; will appear in January AMS Notices
Large deviations for sums of i.i.d.\ random variables with stretched-exponential tails (also called Weibull or semi-exponential tails) have been well understood since the 60's, going back to Nagaev's seminal work. Many extensions in the…
We investigate asymptotic behaviour of probabilities of large deviations for normalized combinatorial sums. We find a zone in which these probabilities are equivalent to the tail of the standard normal law. Our conditions are similar to the…
We use Mellin space dispersion relations together with Polyakov conditions to derive a family of sum rules for Conformal Field Theories (CFTs). The defining property of these sum rules is suppression of the contribution of the double twist…
The paper is dedicated to the close analogy between these two theories - some problems lying at the very root of Spectral Geometry are viewed in the context of Semiclassics, and vise versa. The treatment starts from a very basic level and…
We extend a higher-order sum rule proved by B. Simon to matrix valued measures on the unit circle and their matrix Verblunsky coefficients.
We obtain large deviations theorems for nonconventional sums with underlying process being a Markov process satisfying the Doeblin condition or a dynamical system such as subshift of finite type or hyperbolic or expanding transformation.
The nabla fractional derivative, which was introduced by Gogoi et.al., generalized the ordinary derivative with non-integer order, and unifies the continuous and discrete analysis using backward operator. In this study, we proposed a…