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 -particle ensembles which are discretizations for general- log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, -measures, etc. We prove that under technical assumptions on general analytic potential, the global fluctuations for such ensembles are asymptotically Gaussian as . 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