The random matrix hard edge: rare events and a transition

被引:3
作者
Holcomb, Diane [1 ]
机构
[1] KTH, Stockholm, Sweden
来源
ELECTRONIC JOURNAL OF PROBABILITY | 2018年 / 23卷
关键词
random matrices; point process; diffusion; Bessel process; large deviations; central limit theorem; BETA ENSEMBLES; UNIVERSALITY; ASYMPTOTICS; DIFFUSION; LIMIT;
D O I
10.1214/18-EJP212
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We study properties of the point process that appears as the local limit at the random matrix hard edge. We show a transition from the hard edge to bulk behavior and give a central limit theorem and large deviation result for the number of points in a growing interval [0, lambda] as lambda -> infinity. We study these results for the square root of the hard edge process. In this setting many of these behaviors mimic those of the Sine process.
引用
收藏
页数:20
相关论文
共 19 条
  • [1] Abramowitz M, 1992, HDB MATH FUNCTIONS F
  • [2] The singular values of the GOE
    Bornemann, Folkmar
    La Croix, Michael
    [J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2015, 4 (02)
  • [3] Edge Universality of Beta Ensembles
    Bourgade, Paul
    Erdoes, Laszlo
    Yau, Horng-Tzer
    [J]. COMMUNICATIONS IN MATHEMATICAL PHYSICS, 2014, 332 (01) : 261 - 353
  • [4] ON THE CONDITION NUMBER OF THE CRITICALLY-SCALED LAGUERRE UNITARY ENSEMBLE
    Deift, Percy A.
    Trogdon, Thomas
    Menon, Govind
    [J]. DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2016, 36 (08) : 4287 - 4347
  • [5] The singular values of the GUE (less is more)
    Edelman, Alan
    La Croix, Michael
    [J]. RANDOM MATRICES-THEORY AND APPLICATIONS, 2015, 4 (04)
  • [6] Ethier S.N., 1986, WILEY SERIES PROBABI
  • [7] Overcrowding asymptotics for the Sineβ process
    Holcomb, Diane
    Valko, Benedek
    [J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2017, 53 (03): : 1181 - 1195
  • [8] Holcomb D, 2015, PROBAB THEORY REL, V163, P339, DOI 10.1007/s00440-014-0594-4
  • [9] Edge Scaling of the β-Jacobi Ensemble
    Holcomb, Diane
    Flores, Gregorio R. Moreno
    [J]. JOURNAL OF STATISTICAL PHYSICS, 2012, 149 (06) : 1136 - 1160
  • [10] Bulk scaling limit of the Laguerre ensemble
    Jacquot, Stephanie
    Valko, Benedek
    [J]. ELECTRONIC JOURNAL OF PROBABILITY, 2011, 16 : 314 - 346