Monday 17th October 2011 – 14:15 to 15:15
Speaker: Janosch Ortmann (University of Warwick)
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.
Part of the Stochastic Analysis Seminar Series