Logarithmic Potential Theory and Large Deviation

Abstract

We derive a general large deviation principle for a canonical sequence of probability measures, having its origins in random matrix theory, on unbounded sets $K$ of ${\bf C}$ with weakly admissible external fields $Q$ and very general measures $\nu$ on $K$. For this we use logarithmic potential theory in ${\bf R}^{n}$, $n\geq 2$, and a standard contraction principle in large deviation theory which we apply from the two-dimensional sphere in ${\bf R}^{3}$ to the complex plane ${\bf C}$.