English

Eigenvalues of GUE Minors

Probability 2010-02-17 v2

Abstract

Consider an infinite random matrix H=(hij)0<i,jH=(h_{ij})_{0<i,j} picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by Hi=(hrs)1r,siH_i=(h_{rs})_{1\leq r,s\leq i} and let the jj:th largest eigenvalue of HiH_i be μji\mu^i_j. We show that the configuration of all these eigenvalues (i,μji)(i,\mu_j^i) form a determinantal point process on N×R\mathbb{N}\times\mathbb{R}. 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