Eigenvalues of GUE Minors
Probability
2010-02-17 v2
Abstract
Consider an infinite random matrix picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by and let the :th largest eigenvalue of be . We show that the configuration of all these eigenvalues form a determinantal point process on . Furthermore we show that this process can be obtained as the scaling limit in random tilings of the Aztec diamond close to the boundary. We also discuss the corresponding limit for random lozenge tilings of a hexagon.
Keywords
Cite
@article{arxiv.math/0606760,
title = {Eigenvalues of GUE Minors},
author = {Kurt Johansson and Eric Nordenstam},
journal= {arXiv preprint arXiv:math/0606760},
year = {2010}
}
Comments
27 pages, 3 figures. This is a new version that incorporates the changes detailed in the Erratum that was published in the same journal