Large deviations principle for the largest eigenvalue of the Gaussian beta-ensemble at high temperature
classification
🧮 math.PR
keywords
betalargestbeta-ensembledeviationsgaussianlargeparticleprinciple
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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.
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