4.4 Article

Gaussian Beta Ensembles at High Temperature: Eigenvalue Fluctuations and Bulk Statistics

期刊

JOURNAL OF STATISTICAL PHYSICS
卷 173, 期 2, 页码 295-321

出版社

SPRINGER
DOI: 10.1007/s10955-018-2131-9

关键词

Gaussian beta ensembles; High temperature; Random Jacobi matrices; Global fluctuations; Bulk statistics; Poisson statistics

资金

  1. JSPS KAKENHI [JP26400145, JP16K17616]

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We study the limiting behavior of Gaussian beta ensembles in the regime where beta n = const as n -> infinity. 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 Benaych-Georges and Peche (J Stat Phys 161(3):633-656, 2015) with the explicit form of the intensity measure.

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