Poisson statistics at the edge of Gaussian beta-ensembles at high temperature

zbMath1422.60018arXiv1804.08214MaRDI QIDQ5224206

Cambyse Pakzad

Publication date: 19 July 2019

Full work available at URL: https://arxiv.org/abs/1804.08214

zbMATH Keywords

random matricesextreme value theoryPoisson statisticsGaussian \(\beta\)-ensembles

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Extreme value theory; extremal stochastic processes (60G70) Random matrices (algebraic aspects) (15B52)

Related Items (3)

From spectral to scattering form factor ⋮ Poisson statistics for Gibbs measures at high temperature ⋮ The stochastic Airy operator at large temperature

Uses Software

• ismev

Cites Work

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• Tracy-Widom at high temperature
• Continuum limits of random matrices and the Brownian carousel
• The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles
• Poisson statistics for matrix ensembles at large temperature
• Extremes and related properties of random sequences and processes
• Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics
• From random matrices to stochastic operators
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Statistical Theory of the Energy Levels of Complex Systems. I
• An Introduction to Random Matrices
• Matrix models for beta ensembles
• An introduction to statistical modeling of extreme values

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