Continuum limits of random matrices and the Brownian carousel

DOI10.1007/S00222-009-0180-ZMaRDI QIDQ834796zbMATH OpenOpenAlexFDO

Authors Benedek Valkó, Balint Virag

Publication date 27 August 2009

Published in Inventiones Mathematicae (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0712.2000

zbMATH Keywords

\(\beta\)-ensemblesBrownian carouselEigenvalues of random matrices

Mathematics Subject Classification ID

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

Abstract: We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description in term of the Brownian carousel, a deterministic function of Brownian motion in the hyperbolic plane. The Brownian carousel, a description of the a continuum limit of random matrices, provides a convenient way to analyze the limiting point processes. We show that the gap probability of Sine_beta is continuous in the gap size and $$, and compute its asymptotics for large gaps. Moreover, the stochastic differential equation version of the Brownian carousel exhibits a phase transition at beta=2.

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Cited in

(98)

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• Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics
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• Stochastic Airy semigroup through tridiagonal matrices
• Large deviation principle for empirical fields of log and Riesz gases
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• Rigidity of the \(\operatorname{Sine} _{\beta }\) process
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• The \(\mathrm{Sine}_{\beta}\) operator
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• Tridiagonal realization of the antisymmetric Gaussian \(\beta\)-ensemble
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• Dunkl jump processes: relaxation and a phase transition
• Coulomb and Riesz gases: The known and the unknown
• Ergodicity of unlabeled dynamics of Dyson’s model in infinite dimensions
• Number-rigidity and \(\beta\)-circular Riesz gas
• Uniform point variance bounds in classical beta ensembles
• Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes
• Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
• Rare events in random matrix theory
• Large gap asymptotics on annuli in the random normal matrix model
• Palm measures for Dirac operators and the \(\operatorname{Sine}_{\beta}\) process
• Rigidity of eigenvalues for \(\beta\) ensemble in multi-cut regime
• Computing the Tracy-Widom distribution for arbitrary \(\beta>0\)
• Local laws and a mesoscopic CLT for β‐ensembles
• The extremal landscape for the \(\mathrm{C}\beta\mathrm{E}\) ensemble
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