Poisson statistics at the edge of Gaussian beta-ensembles at high temperature
Probability
2019-05-29 v5
Abstract
We study the asymptotic edge statistics of the Gaussian -ensemble, a collection of particles, as the inverse temperature tends to zero as tends to infinity. In a certain decay regime of , the associated extreme point process is proved to converge in distribution to a Poisson point process as . We also extend a well known result on Poisson limit for Gaussian extremes by showing the existence of an edge regime that we did not find in the literature.
Keywords
Cite
@article{arxiv.1804.08214,
title = {Poisson statistics at the edge of Gaussian beta-ensembles at high temperature},
author = {Cambyse Pakzad},
journal= {arXiv preprint arXiv:1804.08214},
year = {2019}
}
Comments
30 pages, 1 figure