Large Deviations for Non-Crossing Partitions
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Mon, 17/10/2011 14:15 |
Janosch Ortmann (University of Warwick) |
Stochastic Analysis Seminar |
Oxford-Man Institute |
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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. |
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