arXiv Analytics

Sign in

arXiv:1611.09476 [math.PR]AbstractReferencesReviewsResources

Gaussian beta ensembles at high temperature: eigenvalue fluctuations and bulk statistics

Trinh Khanh Duy, Fumihiko Nakano

Published 2016-11-29Version 1

We study the limiting behavior of Gaussian beta ensembles in the regime where $\beta n = const$ as $n \to \infty$. The results are (1) Gaussian fluctuations for linear statistics of the eigenvalues, and (2) Poisson convergence of the bulk statistics. (2) is an alternative proof of the result by F.~Benaych-Georges and S.~P\'ech\'e (2015) with the explicit form of the intensity measure.

Related articles: Most relevant | Search more
arXiv:1710.03921 [math.PR] (Published 2017-10-11)
Global spectrum fluctuations for Gaussian beta ensembles: a martingale approach
arXiv:1812.06532 [math.PR] (Published 2018-12-16)
Gaussian fluctuations for products of random matrices
arXiv:1909.01142 [math.PR] (Published 2019-09-03)
CLT for Circular beta-Ensembles at High Temperature