English

The random matrix hard edge: rare events and a transition

Probability 2017-11-22 v2 Mathematical Physics math.MP

Abstract

We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem and large deviation result for the number of points in a growing interval [0,λ][0,\lambda] as λ\lambda \to \infty. We study these results for the square root of the hard edge process. In this setting many of these behaviors mimic those of the Sineβ_\beta process.

Keywords

Cite

@article{arxiv.1610.05367,
  title  = {The random matrix hard edge: rare events and a transition},
  author = {Diane Holcomb},
  journal= {arXiv preprint arXiv:1610.05367},
  year   = {2017}
}

Comments

20 pages, 0 figures

R2 v1 2026-06-22T16:23:33.550Z