Near-extreme eigenvalues in the beta-ensembles

DOI10.1214/16-EJP4zbMATH Open1346.15034arXiv1512.00958OpenAlexW2510860759MaRDI QIDQ320211FDOQ320211

Authors: Catherine Donati-Martin, Alain Rouault 

Publication date: 6 October 2016

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: For beta ensembles with convex poynomial potentials, we prove a large deviation principle for the empirical spectral distribution seen from the rightmost particle. This modified spectral distribution was introduced by Perret and Schehr (J. Stat. Phys. 2014) to study the crowding near the maximal eigenvalue, in the case of the GUE. We prove also convergence of fluctuations.

Full work available at URL: https://arxiv.org/abs/1512.00958

Recommendations

• Precise asymptotics for beta ensembles
• Large deviations for discrete \(\beta\)-ensembles
• Asymptotic properties of the density of particles in \(\beta \)-ensembles
• Small deviations for beta ensembles
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zbMATH Keywords

large deviationsspectral distributionbeta-ensemblestop eigenvalue

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Random measures (60G57)

Cited In (10)

• Small deviations for beta ensembles
• Large deviations for discrete \(\beta\)-ensembles
• Asymptotic properties of the density of particles in \(\beta \)-ensembles
• Equidistribution and \(\beta\)-ensembles
• Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
• Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
• Moderate deviations for linear eigenvalue statistics of \(\beta\)-ensembles
• Large deviations principle for the largest eigenvalue of the Gaussian \(\beta \)-ensemble at high temperature
• The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
• Bulk universality of general {\(\beta\)}-ensembles with non-convex potential

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