Operator limit of the circular beta ensemble

DOI10.1214/19-AOP1391MaRDI QIDQ784169zbMATH OpenOpenAlexFDO

Authors Benedek Valkó, Balint Virag

Publication date 31 July 2020

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.06988, https://projecteuclid.org/euclid.aop/1592359229

zbMATH Keywords

couplingrandom matricesstochastic differential operators

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Hyperbolic and elliptic geometries (general) and generalizations (51M10) Random linear operators (47B80) General theory of ordinary differential operators (47E05)

Abstract: We provide a precise coupling of the finite circular beta ensembles and their limit process via their operator representations. We prove explicit bounds on the distance of the operators and the corresponding point processes. We also prove an estimate on the beta-dependence in the $$ process.

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Cited in

(11)

• Operator level limit of the circular Jacobi \(\beta \)-ensemble
• Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
• Power spectrum of the circular unitary ensemble
• The \(\mathrm{Sine}_{\beta}\) operator
• Mesoscopic central limit theorem for the circular \(\beta\)-ensembles and applications
• Palm measures for Dirac operators and the \(\operatorname{Sine}_{\beta}\) process
• Limit Operators for Circular Ensembles
• The logarithmic anti-derivative of the baik-rains distribution satisfies the KP equation
• Local laws and a mesoscopic CLT for β‐ensembles
• The many faces of the stochastic zeta function
• Random entire functions from random polynomials with real zeros

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