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arxiv: 0712.2000 · v4 · pith:BUXKXFZ4new · submitted 2007-12-12 · 🧮 math.PR · math-ph· math.MP

Continuum limits of random matrices and the Brownian carousel

classification 🧮 math.PR math-phmath.MP
keywords betabrowniancarouselcontinuumdescriptionmatricespointprocess
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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 $\beta$, 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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