The maximum deviation of the Sine$_\beta$ counting process
Probability
2018-06-26 v2
Abstract
In this paper, we consider the maximum of the counting process from its expectation. We show the leading order behavior is consistent with the predictions of log-correlated Gaussian fields, also consistent with work on the imaginary part of the log-characteristic polynomial of random matrices. We do this by a direct analysis of the stochastic sine equation, which gives a description of the continuum limit of the Pr\"ufer phases of a Gaussian -ensemble matrix.
Keywords
Cite
@article{arxiv.1801.08989,
title = {The maximum deviation of the Sine$_\beta$ counting process},
author = {Diane Holcomb and Elliot Paquette},
journal= {arXiv preprint arXiv:1801.08989},
year = {2018}
}
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14 pages, 0 figures