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Related papers: The Sine$_\beta$ operator

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Bourgade, Nikeghbali and Rouault recently proposed a matrix model for the circular Jacobi $\beta$-ensemble, which is a generalization of the Dyson circular $\beta$-ensemble but equipped with an additional parameter $b$, and further studied…

Probability · Mathematics 2014-08-05 Dang-Zheng Liu

We prove, for any $\beta >0$, a central limit theorem for the fluctuations of linear statistics in the Sine-$\beta$ process, which is the infinite volume limit of the random microscopic behavior in the bulk of one-dimensional log-gases at…

Probability · Mathematics 2018-09-11 Thomas Leblé

In this article, we study the spectra of matrix-valued contractions of the Gaussian Orthogonal Tensor Ensemble (GOTE). Let $\mathcal{G}$ denote a random tensor of order $r$ and dimension $n$ drawn from the density \[ f(\mathcal{G}) \propto…

Probability · Mathematics 2025-05-16 Soumendu Sundar Mukherjee , Himasish Talukdar

We construct a strongly local symmetric Dirichlet form on the configuration space $\Upsilon$ whose symmetrising (thus also invariant) measure is $\mathsf{sine}_\beta$, which is the law of the sine $\beta$ ensemble for every $\beta>0$. For…

Probability · Mathematics 2025-06-05 Kohei Suzuki

In this paper, we are concerned with the large N limit of linear combinations of the entries of a Brownian motion on the group of N by N unitary matrices. We prove that the process of such a linear combination converges to a Gaussian one.…

Probability · Mathematics 2011-06-22 Florent Benaych-Georges

The Sine-Gordon theory at $\frac{\beta^{2}}{8\pi} = \frac{2}{(2n+3)},\; n= 1,2,3 \cdots $ has a higher spin generalization of the $N=2$ supersymmetry with the central terms which arises from the affine quantum group $U_{q}( \hat{s \ell}…

High Energy Physics - Theory · Physics 2016-09-06 H. Itoyama , T. Oota

Let $A$ and $B$ be local operators in Hamiltonian quantum systems with $N $ degrees of freedom and finite-dimensional Hilbert space. We prove that the commutator norm $\lVert [A(t),B]\rVert$ is upper bounded by a topological combinatorial…

Mathematical Physics · Physics 2021-07-15 Chi-Fang Chen , Andrew Lucas

We establish a Brownian extension to Selberg's central limit theorem for the Riemann zeta function. This implies various limiting distributions for $\zeta$, including an analogue of the reflection principle for the maximum of the Brownian…

Number Theory · Mathematics 2025-05-13 Louis Vassaux

We study the linear statistics of the circular $\beta$-ensemble with a Stein's method argument, where the exchangeable pair is generated through circular Dyson Brownian motion. This generalizes previous results obtained in such a way for…

Probability · Mathematics 2016-04-26 Christian Webb

We obtain a Gessel-type expansion in Jack polynomials for the expectations of multiplicative functionals in the circular $\beta$-ensemble. As a consequence, we establish a Szeg\H{o}-type limit theorem for all $H^{1/2}(\mathbb{T})$ functions…

Probability · Mathematics 2026-04-14 Sergei M. Gorbunov

The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in J Stat Phys 164:1233 -- 1260, 2016; Commun Math Phys 351:1009 -- 1044, 2017. We consider random Hermitian…

Mathematical Physics · Physics 2018-03-14 Mariya Shcherbina , Tatyana Shcherbina

We investigate the characteristic polynomials of the Gaussian $\beta$-ensemble for general $\beta>0$ through its transfer matrix recurrence. We show that the rescaled characteristic polynomial converges to a random entire function in a…

Probability · Mathematics 2021-08-03 Gaultier Lambert , Elliot Paquette

The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…

Dynamical Systems · Mathematics 2018-01-12 Alexander I. Bufetov , Andrey V. Dymov

We consider Hermite and Laguerre $\beta$-ensembles of large $N\times N$ random matrices. For all $\beta$ even, corrections to the limiting global density are obtained, and the limiting density at the soft edge is evaluated. We use the…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers , Peter J. Forrester

The focus of this paper is on the probability, $E_\beta(0;J)$, that a set $J$ consisting of a finite union of intervals contains no eigenvalues for the finite $N$ Gaussian Orthogonal ($\beta=1$) and Gaussian Symplectic ($\beta=4$) Ensembles…

solv-int · Physics 2014-11-18 Craig A. Tracy , Harold Widom

We present a new approach, inspired by Stein's method, to prove a central limit theorem (CLT) for linear statistics of $\beta$-ensembles in the one-cut regime. Compared with the previous proofs, our result requires less regularity on the…

Probability · Mathematics 2019-02-20 Gaultier Lambert , Michel Ledoux , Christian Webb

In the present paper, fixed trace $\beta$-Hermite ensembles generalizing the fixed trace Gaussian Hermite ensemble are considered. For all $\beta$, we prove the Wigner semicircle law for these ensembles by using two different methods: one…

Probability · Mathematics 2015-05-13 Da-Sheng Zhou , Dang-Zheng Liu , Tao Qian

We introduce and solve exactly a family of invariant 2x2 random matrices, depending on one parameter \eta, and we show that rotational invariance and real Dyson index \beta are not incompatible properties. The probability density for the…

Mathematical Physics · Physics 2009-11-13 Pierpaolo Vivo , Satya N. Majumdar

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

Mathematical Physics · Physics 2018-12-20 Peter J. Forrester , Allan K. Trinh

The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…

Probability · Mathematics 2023-08-04 Bruce K. Driver , Brian C. Hall , Todd Kemp