The Laguerre sum-rule conjecture for the rate function

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.

Sources & referencesView supporting material

Primary source

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

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