Large deviations for the Sine_ and Sch_ processes

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

Benedek Valkó, Diane Holcomb

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

Mathematics Subject Classification ID

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

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Cited In (5)

• The random matrix hard edge: rare events and a transition
• 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
• Operator limit of the circular beta ensemble

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