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Extremes of Chi triangular array from the Gaussian $\beta$-Ensemble at high temperature

Probability 2019-03-07 v1

Abstract

We study the extreme point process associated to the off-diagonal components in the matrix representation of the Gaussian β\beta-Ensemble and prove its convergence to Poisson point process as n+n\to +\infty when the inverse temperature β\beta scales with nn and tends to 00. We consider two main high temperature regimes: β1n\displaystyle{\beta\ll \frac{1}{n}} and nβ=2γ0\displaystyle{n\beta= 2\gamma \geq 0}. The normalizing sequences are explicitly given in each cases. As a consequence, we estimate the first order asymptotic of the largest eigenvalue of the Gaussian β\beta-Ensemble.

Keywords

Cite

@article{arxiv.1903.02103,
  title  = {Extremes of Chi triangular array from the Gaussian $\beta$-Ensemble at high temperature},
  author = {Cambyse Pakzad},
  journal= {arXiv preprint arXiv:1903.02103},
  year   = {2019}
}

Comments

17 pages

R2 v1 2026-06-23T07:59:15.831Z