The Laguerre sum-rule conjecture for the rate function
The Laguerre sum-rule conjecture for the rate function
Let be a probability measure on , let denote the Marchenko–Pastur measure, let denote the reversed Kullback–Leibler divergence, and let be the spectral outliers associated with the Jacobi parameters of . The Laguerre sum-rule conjecture. The rate function is
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.
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Primary source
Fabrice Gamboa and Alain Rouault, “Large Deviations for Random Spectral Measures and Sum Rules”, arXiv:0804.4322 (2011).
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