We prove a large deviation principle for a sequence of point processes defined by Gibbs probability measures on a Polish space. This is obtained as a consequence of a more general Laplace principle for the non-normalized Gibbs measures. We consider four main applications: Conditional Gibbs measures on compact spaces, Coulomb gases on compact Riemannian manifolds, the usual Gibbs measures in the Euclidean space and the zeros of Gaussian random polynomials. Finally, we study the generalization of Fekete points and prove a deterministic version of the Laplace principle known as Γ-convergence. The approach is partly inspired by the works of Dupuis and co-authors. It is remarkably natural and general compared to the usual strategies for singular Gibbs measures.Résumé. On montre un principe de grandes déviations pour une suite de processus ponctuels définit par des mesures de probabilités de Gibbs dans un espace polonais. Il est obtenu comme conséquence d'un principe de Laplace pour des mesures de Gibbs non normalisées. On considère quatre applications: Des mesures de Gibbs conditionnées dans des espaces compacts, des gaz de Coulomb sur des variétés riemanniennes compactes, les mesures de Gibbs habituelles sur l'espace euclidien et les zéros des polynômes aléatoires gaussiens. Finalement, onétudie la généralisation des points Fekete et on prouve une version déterministe du principe de Laplace appelée Γ-convergence. Notre approche est partiellement inspirée par les travaux de Dupuis et ses coauteurs. C'est notablement naturelle et générale en comparaison avec les stratégies habituelles pour les mesures de Gibbs singulières. 2010 MSC: 60F10; 60K35; 82C22; 30C15
We study the non-asymptotic behavior of a Coulomb gas on a compact Riemannian manifold. This gas is a symmetric n-particle Gibbs measure associated to the two-body interaction energy given by the Green function. We encode such a particle system by using an empirical measure. Our main result is a concentration inequality in Kantorovich-Wasserstein distance inspired from the work of Chafaï, Hardy and Maïda on the Euclidean space. Their proof involves large deviation techniques together with an energy-distance comparison and a regularization procedure based on the superharmonicity of the Green function. This last ingredient is not available on a manifold. We solve this problem by using the heat kernel and its short-time asymptotic behavior.
We study the extremal particles of the two-dimensional Coulomb gas with confinement generated by a radially symmetric positive background in the determinantal case and the zeros of the corresponding random polynomials. We show that when the background is supported on the unit disk, the point process of the particles outside of the disk converges towards a universal point process, i.e. that does not depend on the background. This limiting point process may be seen as the determinantal point process governed by the Bergman kernel on the complement of the unit disk. It has an infinite number of particles and its maximum is a heavy tailed random variable.To prove this convergence we study the case where the confinement is generated by a positive background outside of the unit disk. For this model we show that the point process of the particles inside the disk converges towards the determinantal point process governed by the Bergman kernel on the unit disk. In the case where the background is unbounded, we study the speed at which the farthest particle of the Coulomb gas converges to infinity, and we obtain similar results for the associated random polynomials.
We consider a planar Coulomb gas in which the external potential is generated by a smeared uniform background of opposite-sign charge on a disc. This model can be seen as a two-dimensional Wigner jellium, not necessarily charge neutral, and with particles allowed to exist beyond the support of the smeared charge. The full space integrability condition requires low enough temperature or high enough total smeared charge. This condition does not allow at the same time, total charge neutrality and determinantal structure. The model shares similarities with both the complex Ginibre ensemble and the Forrester-Krishnapur spherical ensemble of random matrix theory. In particular, for a certain regime of temperature and total charge, the equilibrium measure is uniform on a disc as in the Ginibre ensemble, while the modulus of the farthest particle has heavy-tailed fluctuations as in the Forrester-Krishnapur spherical ensemble. We also touch on a higher temperature regime producing a crossover equilibrium measure, as well as a transition to Gumbel edge fluctuations. More results in the same spirit on edge fluctuations are explored by the second author together with Raphael Butez.Contents P →, convergence in law and in probability, respectively, and we annotate X ∼ µ to mean that the law of the random variable X is given by the probability distribution µ. We denote by P(C) the set of probability measures on C, equipped with the topology of weak convergence with respect to continuous and bounded test functions, and its associated Borel σ-field. This topology is metrized by the bounded-Lipschitz metric
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