The bead process for beta ensembles

DOI10.1007/s00440-021-01034-8zbMath1465.60041arXiv1904.00848OpenAlexW2929775405MaRDI QIDQ2663399

Joseph Najnudel, Bálint Virág

Publication date: 16 April 2021

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.00848

zbMATH Keywords

bead processGaussian unitary and orthogonal ensembleHermite \(\beta\) corner processinfinite-dimensional Markov chainrandom reflection walk

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Discrete-time Markov processes on general state spaces (60J05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items

Uniform point variance bounds in classical beta ensembles, Palm measures for Dirac operators and the \(\operatorname{Sine}_{\beta}\) process, The fixed points of branching Brownian motion, Eigenvalues for the minors of Wigner matrices

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Dyson Brownian minor process
• Continuum limits of random matrices and the Brownian carousel
• Multilevel Dyson Brownian motions via Jack polynomials
• Eigenvalue statistics for CMV matrices: From Poisson to clock via random matrix ensembles
• The bead model and limit behaviors of dimer models
• Eigenvalues of GUE minors
• A phase transition in the random transposition random walk
• Generating a random permutation with random transpositions
• Rayleigh triangles and non-matrix interpolation of matrix beta integrals
• OPUC on one foot
• GUEs and queues