Logarithmic potential theory and large deviation
Résumé
We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets K of C with weakly admissible external fields Q and very general measures. on K. For this we use logarithmic potential theory in R-n, n >= 2, and a standard contraction principle in large deviation theory which we apply from the two-dimensional sphere in R-3 to the complex plane C.
Domaines
Probabilités [math.PR]
Origine : Fichiers produits par l'(les) auteur(s)