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Extremes of Chi triangular array from the Gaussian $\beta$-Ensemble at high temperature

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arxiv 1903.02103 v1 pith:6H36KZF2 submitted 2019-03-05 math.PR

classification math.PR
keywords betaensemblegaussiantemperaturedisplaystylehighpointprocess
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abstract

We study the extreme point process associated to the off-diagonal components in the matrix representation of the Gaussian $\beta$-Ensemble and prove its convergence to Poisson point process as $n\to +\infty$ when the inverse temperature $\beta$ scales with $n$ and tends to $0$. We consider two main high temperature regimes: $\displaystyle{\beta\ll \frac{1}{n}}$ and $\displaystyle{n\beta= 2\gamma \geq 0}$. The normalizing sequences are explicitly given in each cases. As a consequence, we estimate the first order asymptotic of the largest eigenvalue of the Gaussian $\beta$-Ensemble.

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Cited by 1 Pith paper

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  1. CLT for Circular beta-Ensembles at High Temperature

    math.PR 2019-09 conditional novelty 7.0 of 10

    The scaled fluctuations of the Circular beta-Ensemble at inverse temperature beta/N converge to a Gaussian process with variance <psi, L^{-1} psi>_H, interpolating from the L2 norm to the H^{1/2} norm.

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