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math.PR2023
On some gateways between sum rules
Fabrice Gamboa, Jan Nagel, Alain Rouault
We present correspondences induced by some classical mappings between measures on an interval and measures on the unit circle. More precisely, we link their sequences of orthogonal…
math.PR2016
Addendum to " Sum rules via large deviations "
Fabrice Gamboa, Jan Nagel, Alain Rouault
In these notes we fill a gap in a proof in Section 4 of Gamboa, Nagel, Rouault [Sum rules via large deviations, J. Funct. Anal. 270 (2016), 509-559]. We prove a general theorem whi…
math.PR2014
Sum rules via large deviations
Fabrice Gamboa, Jan Nagel, Alain Rouault
In this paper, a sum rule means a relationship between a functional defined on a subset of all probability measures on involving the reverse Kullback-Leibler divergenc…