English

Universal objects of the infinite beta random matrix theory

Probability 2021-12-30 v3 Mathematical Physics math.MP

Abstract

We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold β=1,2,4\beta=1,2,4 approach corresponding to real/complex/quaternion matrices by β=\beta=\infty point. Our central objects are G\inftyE ensemble, which is a counterpart of classical Gaussian Orthogonal/Unitary/Symplectic ensembles, and Airy_{\infty} line ensemble, which is a collection of continuous curves serving as a scaling limit for largest eigenvalues at β=\beta=\infty. We develop two points of views on these objects. Probabilistic one treats them as partition functions of certain additive polymers collecting white noise. Integrable point of view expresses their distributions through the so-called associated Hermite polynomials and integrals of Airy function. We also outline universal appearances of our ensembles as scaling limits.

Keywords

Cite

@article{arxiv.2009.02006,
  title  = {Universal objects of the infinite beta random matrix theory},
  author = {Vadim Gorin and Victor Kleptsyn},
  journal= {arXiv preprint arXiv:2009.02006},
  year   = {2021}
}

Comments

57 pages. v3: clarifications and simulations added; to appear in Journal of European Mathematical Society

R2 v1 2026-06-23T18:18:35.038Z