Transportation approach to some concentration inequalities in product spaces.
We prove a full large deviations principle, in the scale N, for the empirical measure of the eigenvalues of an N x N (non self-adjoint) matrix composed of i.i.d. zero mean random variables with variance N. The (good) rate function which governs this rate function possesses as unique minimizer the circular law, providing an alternative proof of convergence to the latter. The techniques are related to recent work by Ben Arous and Guionnet, who treat the self-adjoint case. A crucial role is...
We prove the Einstein relation, relating the velocity under a small perturbation to the diffusivity in equilibrium, for certain biased random walks on Galton–Watson trees. This provides the first example where the Einstein relation is proved for motion in random media with arbitrarily slow traps.
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