Large deviations for the Sine_ and Sch_ processes

DOI10.1007/S00440-014-0594-4zbMATH Open1330.60047arXiv1311.2981OpenAlexW60113227MaRDI QIDQ748447FDOQ748447

Authors: Diane Holcomb, Benedek Valkó 

Publication date: 29 October 2015

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit of the GOE, GUE and GSE models of random matrix theory. In particular, for beta=2 it is a determinantal point process conjectured to have similar behavior to the critical zeros of the Riemann zeta-function. The second process can be obtained as the bulk scaling limit of the spectrum of certain discrete one-dimensional random Schr"odinger operators. Both processes have asymptotically constant average density, in our normalization one expects close to lambda/(2pi) points in a large interval of length lambda. Our main results are large deviation principles for the average densities of the processes, essentially we compute the asymptotic probability of seeing an unusual average density in a large interval. Our approach is based on the representation of the counting functions of these processes using stochastic differential equations. We also prove path level large deviation principles for the arising diffusions. Our techniques work for the full range of parameter values. The results are novel even in the classical beta=1, 2 and 4 cases for the Sine_beta process. They are consistent with the existing rigorous results on large gap probabilities and confirm the physical predictions made using log-gas arguments.

Full work available at URL: https://arxiv.org/abs/1311.2981

Recommendations

• Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes
• Large deviations for \(\ell ^ 2\)-valued Ornstein-Uhlenbeck processes
• Large deviations of Schramm-Loewner evolutions: a survey
• Large deviation probabilities for square-Gaussian stochastic processes
• On large deviations for approximations of SDEs
• Large deviations for the squared radial Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Large deviations (60F10) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

• Log-gases and random matrices.
• An introduction to random matrices
• Title not available (Why is that?)
• Title not available (Why is that?)
• Large deviations techniques and applications.
• Distribution of the time to explosion for one-dimensional diffusions
• Title not available (Why is that?)
• Title not available (Why is that?)
• The scaling limit of the critical one-dimensional random Schrödinger operator
• Continuum limits of random matrices and the Brownian carousel
• A Riemann-Hilbert approach to asymptotic problems arising in the theory of random matrix models, and also in the theory of integrable statistical mechanics
• Large deviations for Wigner's law and Voiculescu's non-commutative entropy
• Title not available (Why is that?)
• Title not available (Why is that?)
• Dyson's constant in the asymptotics of the Fredholm determinant of the sine kernel
• The Widom--Dyson constant for the gap probability in random matrix theory
• Title not available (Why is that?)
• Large gaps between random eigenvalues
• Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities
• Asymptotics of level-spacing distributions for random matrices
• Probability of an Eigenvalue Number Fluctuation in an Interval of a Random Matrix Spectrum
• The asymptotics of a continuous analogue of orthogonal polynomials
• Asymptotic Expansion of the First Elliptic Integral

Cited In (7)

• The random matrix hard edge: rare events and a transition
• Overcrowding asymptotics for the \(\mathrm{Sine}_\beta\) process
• Exact lower-tail large deviations of the KPZ equation
• The maximum deviation of the \(\mathrm{sine}_\beta\) counting process
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• From sine kernel to Poisson statistics
• Operator limit of the circular beta ensemble

This page was built for publication: Large deviations for the \(\operatorname{Sine}_\beta\) and \(\operatorname{Sch}_\tau\) processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q748447)