Matrix kernels for the Gaussian orthogonal and symplectic ensembles.
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Publication:2574205
Abstract: We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.
The edge scaling of the largest eigenvalue for the Gaussian orthogonal ensemble (GOE) and the Gaussian symplectic ensemble (GSE) are considered. The edge-scalled kernels are already known, but limit theorems in the operator norms that give convergence of the determinats are not. For GSE convergence in trace norm to a limiting operator is established. For GOE using weighted Hilbert spaces and an extension of the determinant involving the regularized 2-determinant and convergence to operator \(K_{\text{GOE}}\) in a combination of Hilbert-Schmidt and trace norms, the convergence of the determinants is proved.
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Cited in
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- Stochastic six-vertex model in a half-quadrant and half-line open asymmetric simple exclusion process
- Pfaffian Schur processes and last passage percolation in a half-quadrant
- The free boundary Schur process and applications
- On orthogonal and symplectic matrix ensembles
- Scaling limits of planar symplectic ensembles
- Edge distribution of thinned real eigenvalues in the real Ginibre ensemble
- A Riemann-Hilbert problem for skew-orthogonal polynomials
- Simultaneous large deviations for the shape of Young diagrams associated with random words
- Half-space stationary Kardar-Parisi-Zhang equation
- Transition between characters of classical groups, decomposition of Gelfand-Tsetlin patterns and last passage percolation
- On the scaling limits of determinantal point processes with kernels induced by Sturm-Liouville operators
- Spectral statistics of orthogonal and symplectic ensembles
- Rank 1 real Wishart spiked model
- Edgeworth expansion of the largest eigenvalue distribution function of Gaussian orthogonal ensemble
- Accuracy of the Tracy-Widom limits for the extreme eigenvalues in white Wishart matrices
- Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices
- From Painlevé to Zakharov–Shabat and beyond: Fredholm determinants and integro-differential hierarchies
- A Riemann-Hilbert approach to Fredholm determinants of Hankel composition operators: scalar-valued kernels
- Differential equations for the KPZ and periodic KPZ fixed points
- Sub-Poissonian estimates for exponential moments of additive functionals over pairs of particles with respect to determinantal and symplectic Pfaffian point processes governed by entire functions
- Uniform convergence of Pfaffian point process to the Airy line ensemble
- Fast approach to the tracy-widom law at the edge of GOE and GUE
- A convergence framework for \(\mathrm{Airy}_\beta\) line ensemble via pole evolution
- Edge universality for orthogonal ensembles of random matrices
- Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues
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