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

DOI10.3842/SIGMA.2016.083MaRDI QIDQ308696zbMATHFDO

Authors Folkmar Bornemann

Publication date 6 September 2016

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

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)

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).

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Cited in

(12)

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

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