From Sine kernel to Poisson statistics
Probability
2014-12-16 v2 Statistical Mechanics
Abstract
We study the Sine process introduced in [B. Valk\'o and B. Vir\'ag. Invent. math. (2009)] when the inverse temperature tends to 0. This point process has been shown to be the scaling limit of the eigenvalues point process in the bulk of -ensembles and its law is characterized in terms of the winding numbers of the Brownian carrousel at different angular speeds. After a careful analysis of this family of coupled diffusion processes, we prove that the Sine point process converges weakly to a Poisson point process on . Thus, the Sine point processes establish a smooth crossover between the rigid clock (or picket fence) process (corresponding to ) and the Poisson process.
Keywords
Cite
@article{arxiv.1407.5402,
title = {From Sine kernel to Poisson statistics},
author = {Romain Allez and Laure Dumaz},
journal= {arXiv preprint arXiv:1407.5402},
year = {2014}
}
Comments
24 pages, 5 figures