Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach

DOI10.1007/s10959-017-0794-9zbMath1447.60030arXiv1710.03921OpenAlexW2964073994MaRDI QIDQ2312779

Trinh Khanh Duy

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

semicircle lawGaussian beta ensemblestridiagonal random matricesmartingale difference central limit theorem

Mathematics Subject Classification ID

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

Related Items (7)

Poisson statistics for beta ensembles on the real line at high temperature ⋮ Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, circular \(\beta\)-ensemble and double confluent Heun equation ⋮ Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes ⋮ Beta Jacobi ensembles and associated Jacobi polynomials ⋮ Beta Laguerre ensembles in global regime ⋮ 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

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