scholarly journals Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions

2019 ◽  
Vol 55 (3) ◽  
pp. 1402-1438 ◽  
Author(s):  
Pierre Yves Gaudreau Lamarre ◽  
Mykhaylo Shkolnikov
Author(s):  
Joseph Najnudel ◽  
Bálint Virág

AbstractThe bead process introduced by Boutillier is a countable interlacing of the $${\text {Sine}}_2$$ Sine 2 point processes. We construct the bead process for general $${\text {Sine}}_{\beta }$$ Sine β processes as an infinite dimensional Markov chain whose transition mechanism is explicitly described. We show that this process is the microscopic scaling limit in the bulk of the Hermite $$\beta $$ β corner process introduced by Gorin and Shkolnikov, generalizing the process of the minors of the Gaussian Unitary and Orthogonal Ensembles. In order to prove our results, we use bounds on the variance of the point counting of the circular and the Gaussian beta ensembles, proven in a companion paper (Najnudel and Virág in Some estimates on the point counting of the Circular and the Gaussian Beta Ensemble, 2019).


2015 ◽  
Vol 142 (19) ◽  
pp. 194901 ◽  
Author(s):  
M. De Corato ◽  
F. Greco ◽  
G. D’Avino ◽  
P. L. Maffettone
Keyword(s):  

2009 ◽  
Vol 119 (5) ◽  
pp. 1601-1631 ◽  
Author(s):  
Panki Kim ◽  
Renming Song ◽  
Zoran Vondraček

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