Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach

DOI10.1007/S10959-017-0794-9MaRDI QIDQ2312779zbMATH OpenOpenAlexFDO

Authors Khanh Duy Trinh

Publication date 18 July 2019

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

Full work available at URL https://arxiv.org/abs/1710.03921

zbMATH Keywords

Gaussian beta ensemblesmartingale difference central limit theoremsemicircle lawtridiagonal random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Central limit and other weak theorems (60F05)

Abstract: The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $$ is allowed to vary with the matrix size $n$. In particular, we show that as $noinfty$ with $$, the empirical distribution converges weakly to the semicircle distribution, almost surely. The Gaussian fluctuation around the limit is then derived by a martingale approach.

Recommendations

• Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics
• Beta Laguerre ensembles in global regime
• Eigenvalues of Hermite and Laguerre ensembles: large beta asymptotics
• Global fluctuations for linear statistics of \({\beta}\)-Jacobi ensembles
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models

Cites work

• A central limit theorem for the determinant of a Wigner matrix
• A note on the central limit theorem for the eigenvalue counting function of Wigner matrices
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Continuum limits of random matrices and the Brownian carousel
• Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics
• Gaussian fluctuations of eigenvalues in the GUE
• General tridiagonal random matrix models, limiting distributions and fluctuations
• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• Matrix models for beta ensembles
• On fluctuations of eigenvalues of random band matrices
• On fluctuations of eigenvalues of random Hermitian matrices.
• Poisson statistics for matrix ensembles at large temperature
• Random matrices and random partitions. Normal convergence
• The mean spectral measures of random Jacobi matrices related to Gaussian beta ensembles

Cited in

(11)

• Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics
• Beta Laguerre ensembles in global regime
• Poisson statistics for beta ensembles on the real line at high temperature
• Beta Jacobi ensembles and associated Jacobi polynomials
• Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
• The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain
• Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, circular -ensemble and double confluent Heun equation
• Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes
• Gaussian beta ensembles: the perfect freezing transition and its characterization in terms of Beurling-Landau densities
• Classical beta ensembles and related eigenvalues processes at high temperature and the Markov-Krein transform
• Global fluctuations in general \(\beta \) Dyson's Brownian motion

This page was built for publication: Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2312779)