On the scaling limits of determinantal point processes with kernels induced by Sturm-Liouville operators

DOI10.3842/SIGMA.2016.083zbMATH Open1347.15041arXiv1104.0153MaRDI QIDQ308696FDOQ308696

Authors: Folkmar Bornemann 

Publication date: 6 September 2016

Published in: SIGMA. Symmetry, Integrability and Geometry: Methods and Applications (Search for Journal in Brave)

Abstract: By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville operators. Instead of studying the convergence of the kernels as functions, the method directly addresses the strong convergence of the induced integral operators. We show that, for this notion of convergence, the Dyson, Airy, and Bessel kernels are universal in the bulk, soft-edge, and hard-edge scaling limits. This result allows us to give a short and unified derivation of the known formulae for the scaling limits of the classical random matrix ensembles with unitary invariance, that is, the Gaussian unitary ensemble (GUE), the Wishart or Laguerre unitary ensemble (LUE), and the MANOVA (multivariate analysis of variance) or Jacobi unitary ensemble (JUE).

Full work available at URL: https://arxiv.org/abs/1104.0153

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zbMATH Keywords

Laguerre unitary ensemblescaling limitsdeterminantal point processesSturm-Liouville operatorsclassical random matrix ensemblesGaussian unitary ensembleGUEJacobi unitary ensembleJUELUEMANOVAmultivariate analysis of variancestrong operator convergence

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Sturm-Liouville theory (34B24)

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Cited In (12)

• The ASEP and determinantal point processes
• The Dyson Brownian minor process
• Narain transform for spectral deformations of random matrix models
• Free fermions and the classical compact groups
• Non-interacting fermions in hard-edge potentials
• A note on the simulation of the Ginibre point process
• Tightness and line ensembles for Brownian polymers under geometric area tilts
• Noninteracting fermions in a trap and random matrix theory
• Confinement of Brownian polymers under geometric area tilts
• The semiclassical limit of a quantum Zeno dynamics
• Scaling limit for determinantal point processes on spheres
• Dyson Ferrari-Spohn diffusions and ordered walks under area tilts

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