Continuum limits of random matrices and the Brownian carousel

DOI10.1007/S00222-009-0180-ZzbMATH Open1204.60012arXiv0712.2000OpenAlexW2012617999MaRDI QIDQ834796FDOQ834796

Authors: Benedek Valkó, Balint Virag 

Publication date: 27 August 2009

Published in: Inventiones Mathematicae (Search for Journal in Brave)

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.

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

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