The random matrix hard edge: rare events and a transition

DOI10.1214/18-EJP212MaRDI QIDQ1990216zbMATH OpenFDO

Authors Diane Holcomb

Publication date 25 October 2018

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1610.05367, https://projecteuclid.org/euclid.ejp/1536717744

zbMATH Keywords

central limit theorempoint processlarge deviationsdiffusionrandom matricesBessel process

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Abstract: We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem and large deviation result for the number of points in a growing interval $[0,lambda]$ as $lambdaoinfty$. 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.

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Cites work

• scientific article; zbMATH DE number 3951715 (Why is no real title available?)
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Cited in

(7)

• The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity
• Diffusion at the random matrix hard edge
• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• First colonization of a hard-edge in random matrix theory
• Operator level hard-to-soft transition for \(\beta\)-ensembles
• The delocalized phase of the Anderson Hamiltonian in 1-D
• The birth of a random matrix

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