Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
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Publication:2297331
DOI10.1007/s10959-019-00882-4zbMath1431.60008arXiv1806.07651OpenAlexW2962834426MaRDI QIDQ2297331
Publication date: 18 February 2020
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1806.07651
Related Items (4)
Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Unified limits and large deviation principles for \(\beta\)-Laguerre ensembles in global regime ⋮ Large deviations for top eigenvalues of \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Poisson statistics for Gibbs measures at high temperature
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- Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
- Large deviations for the largest eigenvalue of rank one deformations of Gaussian ensembles
- From random matrices to stochastic operators
- Beta ensembles, stochastic Airy spectrum, and a diffusion
- An Introduction to Random Matrices
- Matrix models for beta ensembles
- Aging of spherical spin glasses
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