Large deviations principle for the largest eigenvalue of the Gaussian -ensemble at high temperature
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Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
Abstract: We consider the Gaussian beta-ensemble when scales with the number of particles such that . Under a certain regime for , we show that the largest particle satisfies a large deviations principle in with speed and explicit rate function. As a consequence, the largest particle converges in probability to , the rightmost point of the semicircle law.
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Cites work
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Cited in
(10)- Large deviation for outlying coordinates in \({\beta}\) ensembles
- CLT for circular beta-ensembles at high temperature
- Asymptotic properties of the density of particles in \(\beta \)-ensembles
- Poisson statistics at the edge of Gaussian \(\beta\)-ensemble at high temperature
- Near-extreme eigenvalues in the beta-ensembles
- Unified limits and large deviation principles for \(\beta\)-Laguerre ensembles in global regime
- Poisson statistics for Gibbs measures at high temperature
- Large deviations for top eigenvalues of \(\beta\)-Jacobi ensembles at scaling temperatures
- CLT for real \(\beta\)-ensembles at high temperature
- Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures
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