Poisson statistics at the edge of Gaussian β-ensemble at high temperature

被引:3
|
作者
Pakzad, Cambyse [1 ]
机构
[1] Univ Paris 05, UMR CNRS 8145, MAP 5, Paris, France
来源
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2019年 / 16卷 / 01期
关键词
Random matrices; Gaussian beta-ensembles; Poisson statistics; Extreme value theory;
D O I
10.30757/ALEA.v16-32
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 the asymptotic edge statistics of the Gaussian beta-ensemble, a collection of n particles, as the inverse temperature beta tends to zero as n tends to infinity. In a certain decay regime of beta, the associated extreme point process is proved to converge in distribution to a Poisson point process as n -> +infinity. We also extend a well known result on Poisson limit for Gaussian extremes by showing the existence of an edge regime that we did not find in the literature.
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页码:871 / 897
页数:27
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