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math.PR2025
Sum rules via large deviations: polynomial potentials and multi-cut regime on the unit circle
Fabrice Gamboa, Jan Nagel, Alain Rouault
Sum rules are elegant formulas that relate entropy functionals to coefficients associated with orthogonal polynomials [Sim11]. In a series of paper (see for example [GNR16], [GNR17…
math.PR2025
Nonstandard Large and Moderate Deviations for the Laguerre Ensemble
Helene Götz, Jan Nagel
In this paper, we show limit theorems for the weighted spectral measure of the Laguerre ensemble under a nonstandard scaling, when the parameter grows faster than the matrix size.…