English

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 β\beta-ensemble, a collection of nn particles, as the inverse temperature β\beta tends to zero as nn tends to infinity. In a certain decay regime of β\beta, the associated extreme point process is proved to converge in distribution to a Poisson point process as n+n\to +\infty. 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