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Extremes of Chi triangular array from the Gaussian $\beta$-Ensemble at high temperature
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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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CLT for Circular beta-Ensembles at High Temperature
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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