beta ensemble
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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).


2020 ◽  
Vol 48 (3) ◽  
pp. 1286-1316
Author(s):  
Benedek Valkó ◽  
Bálint Virág
Keyword(s):  

2014 ◽  
Vol 03 (03) ◽  
pp. 1450012 ◽  
Author(s):  
Jan Nagel

In this paper, we show weak convergence of the empirical eigenvalue distribution and of the weighted spectral measure of the Jacobi ensemble, when one or both parameters grow faster than the dimension n. In these cases, the limit measure is given by the Marchenko–Pastur law and the semicircle law, respectively. For the weighted spectral measure, we also prove large deviation principles under this scaling, where the rate functions are those of the other classical ensembles.


2014 ◽  
Vol 878 ◽  
pp. 169-185
Author(s):  
Noureddine Chair
Keyword(s):  

10.37236/873 ◽  
2008 ◽  
Vol 15 (1) ◽  
Author(s):  
Sho Matsumoto

We study random partitions $\lambda=(\lambda_1,\lambda_2,\dots,\lambda_d)$ of $n$ whose length is not bigger than a fixed number $d$. Suppose a random partition $\lambda$ is distributed according to the Jack measure, which is a deformation of the Plancherel measure with a positive parameter $\alpha>0$. We prove that for all $\alpha>0$, in the limit as $n \to \infty$, the joint distribution of scaled $\lambda_1,\dots, \lambda_d$ converges to the joint distribution of some random variables from a traceless Gaussian $\beta$-ensemble with $\beta=2/\alpha$. We also give a short proof of Regev's asymptotic theorem for the sum of $\beta$-powers of $f^\lambda$, the number of standard tableaux of shape $\lambda$.


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