文章基本信息

标题：Large deviations for biorthogonal ensembles and variational formulation for the Dykema-Haagerup distribution
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作者：Raphaël Butez
期刊名称：Electronic Communications in Probability
印刷版ISSN：1083-589X
出版年度：2017
卷号：22
DOI：10.1214/17-ECP68
语种：English
出版社：Electronic Communications in Probability
摘要：This note provides a large deviation principle for a class of biorthogonal ensembles. We extend the results of Eichelsbacher, Sommerauer and Stolz to a more general type of interactions. In particular, our result covers the case of the singular values of lower triangular random matrices with independent entries introduced by Cheliotis and implies a variational formulation for the Dykema–Haagerup distribution.