Document Type
Lecture
Publication Date
4-22-2016
Abstract
After recalling a few basic facts about large deviations in probability and random matrix theory, we will describe how a general large deviation principle can be proved in the framework of logarithmic potential theory on the complex plane. This involves an L²-type discretization of weighted logarithmic energy with respect to a measure that satisfies a Bernstein-Markov property. The derived large deviation principle holds in a scalar or vector setting, and in some other situations as well. This is a joint work with Thomas Bloom and Norman Levenberg.
Relational Format
presentation
Recommended Citation
Wielonsky, Franck, "Large deviation principle in logarithmic potential theory" (2016). Analysis Seminar. 5.
https://egrove.olemiss.edu/math_analysis/5
