English

Gaussian asymptotics of discrete $\beta$-ensembles

Probability 2017-04-25 v2 Mathematical Physics math.MP Exactly Solvable and Integrable Systems

Abstract

We introduce and study stochastic NN-particle ensembles which are discretizations for general-β\beta log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, (z,w)(z,w)-measures, etc. We prove that under technical assumptions on general analytic potential, the global fluctuations for such ensembles are asymptotically Gaussian as NN\to\infty. The covariance is universal and coincides with its counterpart in random matrix theory. Our main tool is an appropriate discrete version of the Schwinger-Dyson (or loop) equations, which originates in the work of Nekrasov and his collaborators.

Keywords

Cite

@article{arxiv.1505.03760,
  title  = {Gaussian asymptotics of discrete $\beta$-ensembles},
  author = {Alexei Borodin and Vadim Gorin and Alice Guionnet},
  journal= {arXiv preprint arXiv:1505.03760},
  year   = {2017}
}

Comments

54 pages, 4 figures. v2: misprint in Theorem 7.1 corrected