LDP for centered empirical measure of fixed-trace GUE eigenvalues
Prove that the centered empirical measure CL_n of the eigenvalues of the fixed-trace Gaussian Unitary Ensemble (GUE), scaled by 1/√n, satisfies a large deviation principle in (P_1(R),W_1) with good rate function I(μ)=I_log(μ)+½(1−m_2(μ)) if m_1(μ)=0 and m_2(μ)≤1, and I(μ)=∞ otherwise, where I_log(μ)=−∬ log|x−y| μ(dx)μ(dy)+½∫ x^2 μ(dx)−3/4 and m_k(μ)=∫ x^k μ(dx).
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References
We conjecture that $\mathsf{C}L_n$ satisfies a large deviation principle in $(P_1(\mathbb{R}),W_1)$ with good rate function $\mu \mapsto \begin{cases} I_{\mathrm{log}}(\mu) + \tfrac12\big(1 - m_2(\mu)\big) &\text{if } m_1(\mu)=0, \ m_2(\mu)\le 1, \ \infty &\text{otherwise}, \end{cases}$
— Geodesic convexity and strengthened functional inequalities in submanifolds of Wasserstein space
(2508.13698 - Chaintron et al., 19 Aug 2025) in Section 5.2 (Biane–Voiculescu inequality)