pith. sign in

arxiv: 1806.07651 · v4 · pith:QOTNCP52new · submitted 2018-06-20 · 🧮 math.PR

Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature

classification 🧮 math.PR
keywords betalargestbeta-ensembledeviationsgaussianlargeparticleprinciple
0
0 comments X
read the original abstract

We consider the Gaussian beta-ensemble when $\beta$ scales with $n$ the number of particles such that $\displaystyle{{n}^{-1}\ll \beta\ll 1}$. Under a certain regime for $\beta$, we show that the largest particle satisfies a large deviations principle in $\mathbb{R}$ with speed $n\beta$ and explicit rate function. As a consequence, the largest particle converges in probability to $2$, the rightmost point of the semicircle law.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.