Large Deviations for Non-Crossing Partitions

Mon, 17/10/2011
14:15
Janosch Ortmann (University of Warwick) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute

We establish a large deviations principle for the block sizes of a uniformly random non-crossing partition. As an application we obtain a variational formula for the maximum of the support of a compactly supported probability measure in terms of its free cumulants, provided these are all non-negative. This is useful in free probability theory, where sometimes the R-transform is known but cannot be inverted explicitly to yield the density.