The Laguerre sum-rule conjecture for the rate function

About 18 years old · traced to

Let ν\nu be a probability measure on (0,∞)(0,\infty), let MPMP denote the Marchenko–Pastur measure, let K(MP ⁣ ∣ ⁣ ν){\mathcal K}(MP\!\ |\!\ \nu) denote the reversed Kullback–Leibler divergence, and let Ej±E_j^\pm be the spectral outliers associated with the Jacobi parameters of ν\nu. The Laguerre sum-rule conjecture. The rate function is

Iw(ν)=K(MP ⁣ ∣ ⁣ ν)+∑jFL(Ej±).I^{\tt w}(\nu)={\mathcal K}(MP\!\ |\!\ \nu)+\sum_j{\mathcal F}_L(E_j^\pm).

This proposes a sum-rule expression for the large-deviation rate function in terms of the reversed relative entropy with respect to the Marchenko–Pastur law and contributions from spectral outliers; the supplied text does not state whether it has been proved or refuted.

References

Primary source

Fabrice Gamboa and Alain Rouault, “Large Deviations for Random Spectral Measures and Sum Rules”, arXiv:0804.4322 (2011).

Progress summary

Never refreshed

Nothing recorded yet. Refresh searches the literature and the public web for attempts on this problem, and writes the first summary here.

Solutions 0

No solutions have been posted yet.