Large deviations principle for biorthogonal ensembles and variational   formulation for the Dykema-Haagerup distribution
  This note provides a large deviations principle for a class of biorthogonal ensembles. We extend the results of Eichelsbacher, Sommerauer and Stotlz to more general type of interactions. Our result covers the case of the singular values of lower triangular random matrices with independent entries introduced by Cheliotis. In particular, we obtain as a consequence a variational formulation for the Dykema-Haagerup as it is the limit law for the singular values of lower triangular matrices with i.i.d. complex Gaussian entries. 
Raphael Butez (CEREMADE)
math.PR math-ph math.MP