Continuum limits of random matrices and the Brownian carousel

被引:108
作者
Valko, Benedek [1 ]
Virag, Balint [2 ]
机构
[1] Univ Wisconsin, Dept Math, Madison, WI 53705 USA
[2] Univ Toronto, Dept Math, Toronto, ON M5S 2E4, Canada
关键词
MODELS;
D O I
10.1007/s00222-009-0180-z
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine(beta), a translation invariant point process. This process has a geometric description in term of the Brownian carousel, a deterministic function of Brownian motion in the hyperbolic plane. The Brownian carousel, a description of the a continuum limit of random matrices, provides a convenient way to analyze the limiting point processes. We show that the gap probability of Sine(beta) is continuous in the gap size and beta, and compute its asymptotics for large gaps. Moreover, the stochastic differential equation version of the Brownian carousel exhibits a phase transition at beta = 2. [GRAPHICS]
引用
收藏
页码:463 / 508
页数:46
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