The stochastic Airy operator at large temperature

DOI10.1214/22-AAP1793MaRDI QIDQ2108899zbMATH OpenFDO

Authors Laure Dumaz, Cyril Labbé

Publication date 20 December 2022

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.11273

zbMATH Keywords

diffusionlocalizationstochastic Airy operatorbeta ensembleRiccati transform

Mathematics Subject Classification ID

Diffusion processes (60J60) Asymptotic distributions of eigenvalues in context of PDEs (35P20) PDEs with randomness, stochastic partial differential equations (35R60) Random operators and equations (aspects of stochastic analysis) (60H25)

Abstract: It was shown in [J. A. Ram'irez, B. Rider and B. Vir'ag. J. Amer. Math. Soc. 24, 919-944 (2011)] that the edge of the spectrum of $$ ensembles converges in the large $N$ limit to the bottom of the spectrum of the stochastic Airy operator. In the present paper, we obtain a complete description of the bottom of this spectrum when the temperature $$ goes to $infty$: we show that the point process of appropriately rescaled eigenvalues converges to a Poisson point process on $mathbbR$ of intensity $e^{x}dx$ and that the eigenfunctions converge to Dirac masses centered at IID points with exponential laws. Furthermore, we obtain a precise description of the microscopic behavior of the eigenfunctions near their localization centers.

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Cites work

• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
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Cited in

(4)

• Definition and self-adjointness of the stochastic Airy operator
• Rigidity of the Stochastic Airy Operator
• Poisson statistics for matrix ensembles at large temperature
• Bulk properties of the Airy line ensemble

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