Stochastic domination in beta ensembles
Abstract
We give a stochastic comparison and ordering of the largest eigenvalues, with parameter , for Hermite -ensembles and Laguerre -ensembles. Although stochastic comparison results are well known in Laguerre ensembles (for ) using the last passage percolation models, our results are novel even for , in Hermite ensembles. Taking limit, we recover a stochastic domination result for Tracy-Widom distributions obtained in (Pedreira, 2022). Using this, we also obtain a result on the signs of means of Tracy-Widom distributions. Our methods also provide stochastic domination results for spiked beta ensembles as well. We compare ordering of all the eigenvalues collectively, with as a parameter, by proving ordering of the moments of Hermite and Laguerre -ensembles. In order to generalize the stochastic domination results of (Pedreira, 2022) to higher order analogues of Tracy-Widom distributions, we study tail estimates of these distributions. We show that the description of these distributions as eigenvalues of a stochastic operator is inconsistent with the known tail estimates. As a result, we disprove a conjecture of Krishnapur, Rider and Vir\'ag (Comm. Pure Appl. Math., 2017) for and .
Cite
@article{arxiv.2304.09236,
title = {Stochastic domination in beta ensembles},
author = {Jnaneshwar Baslingker},
journal= {arXiv preprint arXiv:2304.09236},
year = {2024}
}
Comments
15 pages. Theorem 2, 4 and 5 are new additions