Open Access
2020 Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials
Paul Dupuis, Vaios Laschos, Kavita Ramanan
Electron. J. Probab. 25: 1-41 (2020). DOI: 10.1214/20-EJP449

Abstract

We establish large deviation principles (LDPs) for empirical measures associated with a sequence of Gibbs distributions on $n$-particle configurations, each of which is defined in terms of an inverse temperature $\beta _{n}$ and an energy functional consisting of a (possibly singular) interaction potential and a (possibly weakly) confining potential. Under fairly general assumptions on the potentials, we use a common framework to establish LDPs both with speeds $\beta _{n}/n \rightarrow \infty $, in which case the rate function is expressed in terms of a functional involving the potentials, and with speed $\beta _{n} =n$, when the rate function contains an additional entropic term. Such LDPs are motivated by questions arising in random matrix theory, sampling, simulated annealing and asymptotic convex geometry. Our approach, which uses the weak convergence method developed by Dupuis and Ellis, establishes LDPs with respect to stronger Wasserstein-type topologies. Our results address several interesting examples not covered by previous works, including the case of a weakly confining potential, which allows for rate functions with minimizers that do not have compact support, thus resolving several open questions raised in a work of Chafaï et al.

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Paul Dupuis. Vaios Laschos. Kavita Ramanan. "Large deviations for configurations generated by Gibbs distributions with energy functionals consisting of singular interaction and weakly confining potentials." Electron. J. Probab. 25 1 - 41, 2020. https://doi.org/10.1214/20-EJP449

Information

Received: 17 May 2019; Accepted: 6 April 2020; Published: 2020
First available in Project Euclid: 24 April 2020

zbMATH: 1445.60026
MathSciNet: MR4092765
Digital Object Identifier: 10.1214/20-EJP449

Subjects:
Primary: 60F10 , 60K35
Secondary: 60B20

Keywords: Coulomb gases , empirical measures , Gibbs distributions , interacting particle systems , Large Deviations Principle , random matrices, asymptotic thin shell condition. , Rate function , Relative entropy , singular interaction potential , Wasserstein topology , weak topology , weakly confining potential

Vol.25 • 2020
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