Large deviations principle for the largest eigenvalue of the Gaussian -ensemble at high temperature

DOI10.1007/S10959-019-00882-4zbMATH Open1431.60008arXiv1806.07651OpenAlexW2962834426MaRDI QIDQ2297331FDOQ2297331

Cambyse Pakzad

Publication date: 18 February 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We consider the Gaussian beta-ensemble when $$ scales with $n$ the number of particles such that $$. Under a certain regime for $$, we show that the largest particle satisfies a large deviations principle in $mathbbR$ with speed $$ and explicit rate function. As a consequence, the largest particle converges in probability to $2$, the rightmost point of the semicircle law.

Full work available at URL: https://arxiv.org/abs/1806.07651

zbMATH Keywords

large deviations principlerandom matricesGaussian \(\beta \)-ensemblesextreme eigenvalue

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (probabilistic aspects) (60B20)

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Cited In (5)

• 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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