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Logarithmic potential theory and large deviation

Published 28 Jul 2014 in math.PR and math.CV | (1407.7481v2)

Abstract: 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 ${\bf C}$ with weakly admissible external fields $Q$ and very general measures $\nu$ on $K$. For this we use logarithmic potential theory in ${\bf R}{n}$, $n\geq 2$, and a standard contraction principle in large deviation theory which we apply from the two-dimensional sphere in ${\bf R}{3}$ to the complex plane ${\bf C}$.

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