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 -Ensemble and prove its convergence to Poisson point process as when the inverse temperature scales with and tends to . We consider two main high temperature regimes: and . 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 -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