Related papers: A remark on Jacobi ensemble

A variational principle is proposed for obtaining the Jacobi equations in systems admitting a Lagrangian description. The variational principle gives simultaneously the Lagrange equations of motion and the Jacobi variational equations for…

We present a large deviation principle at speed N for the largest eigenvalue of some additively deformed Wigner matrices. In particular this includes Gaussian ensembles with full-rank general deformation. For the non-Gaussian ensembles, the…

In this paper we prove the continuity of all Lyapunov exponents, as well as the continuity of the Oseledets decomposition, for a class of irreducible cocycles over strongly mixing Markov shifts. Moreover, gaps in the Lyapunov spectrum lead…

We prove the universality of the large deviations for conjugacy invariant permutations with few cycles. As an application, we establish the universality of large deviation at speeds $n$ and $\sqrt{n}$ for the length of monotone subsequences…

We apply the methods of classical approximation theory (extreme properties of polynomials) to study the essential support $\Sigma_{ac}$ of the absolutely continuous spectrum of Jacobi matrices. First, we prove an upper bound on the measure…

We prove large deviations principles for spectral measures of perturbed (or spiked) matrix models in the direction of an eigenvector of the perturbation. In each model under study, we provide two approaches, one of which relying on large…

We study Nevai's condition from the theory of orthogonal polynomials on the real line. We prove that a large class of measures with unbounded Jacobi parameters satisfies Nevai's condition locally uniformly on the support of the measure away…

In a high temperature regime, it was shown in Trinh--Trinh (\emph{J.\ Stat.\ Phys.}\ \textbf{185}(1), Paper No.\ 4, 15 (2021)) that the empirical distribution of beta Jacobi ensembles converges to a limiting probability measure which is…

In the framework of Harnack type Dirichlet forms, we prove a large deviation principle for the asymptotics of reversible Markov processes with rate function given by the energy of the paths.

In this paper we show weak convergence of the empirical eigenvalue distribution and of the weighted spectral measure of the Jacobi ensemble, when one or both parameters grow faster than the dimension $n$. In these cases the limit measure is…

A sum rule is an identity connecting the entropy of a measure with coefficients involved in the construction of its orthogonal polynomials (Jacobi coefficients). Our paper is an extension of Gamboa, Nagel and Rouault (2016), where we have…

We use a weak Gibbs property and a weak form of specification to derive level-2 large deviations principles for symbolic systems equipped with a large class of reference measures. This has applications to a broad class of symbolic systems,…

We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…

We prove pointwise bounds for two-parameter families of Jacobi polynomials. Our bounds imply estimates for a class of functions arising from the spectral analysis of distinguished Laplacians and sub-Laplacians on the unit sphere in…

One of the aims of this article is to provide a class of polynomial mappings for which the Jacobian conjecture is true. Also, we state and prove several global univalence theorems and present a couple of applications of them.

We derive a large deviation principle for the empirical measure of zeros of random polynomials with i.i.d. exponential coefficients.

We use the large deviation approach to sum rules pioneered by Gamboa, Nagel and Rouault to prove higher order sum rules for orthogonal polynomials on the unit circle. In particular, we prove one half of a conjectured sum rule of Lukic in…

This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…

We study an analogue of the large deviation principle for mixed measures associated with a class of $\log$-concave probability measures whose densities depend on the gauge function of a convex body. For convex bodies in $\mathbb{R}^n$, we…

We introduce a new method in the attempt to prove the Jacobian conjecture. In the complex dimension 2 case, we apply this method to prove some new results related the Jacobian conjecture.