English

Stochastic domination in beta ensembles

Probability 2024-12-24 v2

Abstract

We give a stochastic comparison and ordering of the largest eigenvalues, with parameter β\beta, for Hermite β\beta-ensembles and Laguerre β\beta-ensembles. Although stochastic comparison results are well known in Laguerre ensembles (for β=1,2,4\beta=1,2,4) using the last passage percolation models, our results are novel even for β=1,2,4\beta=1,2,4, 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 β\beta as a parameter, by proving ordering of the moments of Hermite and Laguerre β\beta-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 β=2\beta=2 and k=1k=1.

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

R2 v1 2026-06-28T10:10:13.272Z