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arxiv: 1505.03760 · v2 · pith:BGGBBCTGnew · submitted 2015-05-14 · 🧮 math.PR · math-ph· math.MP· nlin.SI

Gaussian asymptotics of discrete β-ensembles

classification 🧮 math.PR math-phmath.MPnlin.SI
keywords ensemblesrandombetadiscretegaussianmatrixtheoryanalytic
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We introduce and study stochastic $N$-particle ensembles which are discretizations for general-$\beta$ log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, $(z,w)$-measures, etc. We prove that under technical assumptions on general analytic potential, the global fluctuations for such ensembles are asymptotically Gaussian as $N\to\infty$. The covariance is universal and coincides with its counterpart in random matrix theory. Our main tool is an appropriate discrete version of the Schwinger-Dyson (or loop) equations, which originates in the work of Nekrasov and his collaborators.

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