We continue to explore the connections between large deviations for objects coming from random matrix theory and sum rules. This connection was established in [18] for spectral measures of classical ensembles (Gauss-Hermite, Laguerre, Jacobi) and it was extended to spectral matrix measures of the Hermite and Laguerre ensemble in [21]. In this paper, we consider the remaining case of spectral matrix measures of the Jacobi ensemble. Our main results are a large deviation principle for such measures and a sum rule for matrix measures with reference measure the Kesten-McKay law. As an important intermediate step, we derive the distribution of canonical moments of the matrix Jacobi ensemble
Extended version with further details, comments and updated references.International audienceThis wo...
Extended version with further details, comments and updated references.International audienceThis wo...
International audienceA sum rule relative to a reference measure on R is a relationship between the ...
We continue to explore the connections between large deviations for objects coming from random matri...
We continue to explore the connections between large deviations for objects coming from random matri...
We continue to explore the connections between large deviations for objects coming from random matri...
International audienceWe continue to explore the connections between large deviations for objects co...
International audienceWe continue to explore the connections between large deviations for objects co...
This work is a companion paper of Gamboa, Nagel, Rouault (J. Funct. Anal. 2016). We continue to expl...
International audienceA sum rule is an identity connecting the entropy of a measure with coefficient...
International audienceA sum rule relative to a reference measure on R is a relationship between the ...
A sum rule relative to a reference measure on R is a relationship between the reversed Kullback-Leib...
Extended version with further details, comments and updated references.International audienceThis wo...
Extended version with further details, comments and updated references.International audienceThis wo...
International audienceA sum rule relative to a reference measure on R is a relationship between the ...
Extended version with further details, comments and updated references.International audienceThis wo...
Extended version with further details, comments and updated references.International audienceThis wo...
International audienceA sum rule relative to a reference measure on R is a relationship between the ...
We continue to explore the connections between large deviations for objects coming from random matri...
We continue to explore the connections between large deviations for objects coming from random matri...
We continue to explore the connections between large deviations for objects coming from random matri...
International audienceWe continue to explore the connections between large deviations for objects co...
International audienceWe continue to explore the connections between large deviations for objects co...
This work is a companion paper of Gamboa, Nagel, Rouault (J. Funct. Anal. 2016). We continue to expl...
International audienceA sum rule is an identity connecting the entropy of a measure with coefficient...
International audienceA sum rule relative to a reference measure on R is a relationship between the ...
A sum rule relative to a reference measure on R is a relationship between the reversed Kullback-Leib...
Extended version with further details, comments and updated references.International audienceThis wo...
Extended version with further details, comments and updated references.International audienceThis wo...
International audienceA sum rule relative to a reference measure on R is a relationship between the ...
Extended version with further details, comments and updated references.International audienceThis wo...
Extended version with further details, comments and updated references.International audienceThis wo...
International audienceA sum rule relative to a reference measure on R is a relationship between the ...