Related papers: Rigidity of the Stochastic Airy Operator

The Airy$_\beta$ point process, originally introduced by Ram\'irez, Rider, and Vir\'ag, is defined as the spectrum of the stochastic Airy operator $\mathcal{H}_\beta$ acting on a subspace of $L^2[0,\infty)$ with Dirichlet boundary…

A point process is said to be rigid if for any bounded domain in the phase space, the number of particles in the domain is almost surely determined by the restriction of the configuration to the complement of our bounded domain. The main…

It was shown in [J. A. Ram\'irez, B. Rider and B. Vir\'ag. J. Amer. Math. Soc. 24, 919-944 (2011)] that the edge of the spectrum of $\beta$ ensembles converges in the large $N$ limit to the bottom of the spectrum of the stochastic Airy…

Ram\'irez and Rider (2009) established that the hard edge of the spectrum of the $\beta$-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…

We show that the $\operatorname{Sine}_{\beta}$ point process, defined as the scaling limit of the Circular Beta Ensemble when the dimension goes to infinity, and generalizing the determinantal sine-kernel process, is rigid in the sense of…

Our first result states that the orthogonal and symplectic Bessel processes are rigid in the sense of Ghosh and Peres. Our argument in the Bessel case proceeds by an estimate of the variance of additive statistics in the spirit of Ghosh and…

The stochastic Airy and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator, characterize the soft edge and bulk scaling limits of $\beta$-ensembles. Dirac and Sturm-Liouville operators are…

We study the semigroups of random Schr\"odinger operators of the form $\widehat{H}f=-\frac12f''+(V+\xi)f$, where $f:I\to\mathbb F^r$ ($\mathbb F=\mathbb R,\mathbb C,\mathbb H$) are vector-valued functions on a possibly infinite interval…

Let $\Lambda=\{\Lambda_0,\Lambda_1,\Lambda_2,\ldots\}$ be the point process that describes the edge scaling limit of either (i) "regular" beta-ensembles with inverse temperature $\beta>0$, or (ii) the top eigenvalues of Wishart or Gaussian…

We consider a suitable extension of the complex Airy operator, $-d^2/dx^2 + ix$, on the real line with a transmission boundary condition at the origin. We provide a rigorous definition of this operator and study its spectral properties. In…

Consider a random Schr\"odinger-type operator of the form $H:=-H_X+V+\xi$ acting on a general graph $\mathscr G=(\mathscr V,\mathscr E)$, where $H_X$ is the generator of a Markov process $X$ on $\mathscr G$, $V$ is a deterministic potential…

We study the scaling limit of the spectrum of the \beta-Jacobi ensemble at the soft-edge and hard-edge for general values of \beta. We show that the limiting point processes correspond respectively to the stochastic Airy and Bessel point…

In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…

We know from Ram{\'i}rez and Rider that the hard edge of the spectrum of the Beta-Laguerre ensemble converges, in the high-dimensional limit, to the bottom of the spectrum of the stochastic Bessel operator. Using stochastic analysis…

The soft and hard edge scaling limits of $\beta$-ensembles can be characterized as the spectra of certain random Sturm-Liouville operators. It has been shown that by tuning the parameter of the hard edge process one can obtain the soft edge…

In this note, it is shown that the stochastic Airy operator, which is the "Schr\"odinger operator" on the half-line whose potential term consists of Gaussian white noise plus a linear term tending to $+\infty$, can naturally be defined as a…

We introduce the periodic Airy-Schr\"odinger operator and we study its band spectrum. This is an example of an explicitly solvable model with a periodic potential which is not differentiable at its minima and maxima. We define a…

The hard edge and bulk scaling limits of $\beta$-ensembles are described by the stochastic Bessel and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator. By representing both operators as…

This paper studies the regularity problem for block uniformly elliptic operators in divergence form with complex bounded measurable coefficients. We consider the case where the boundary data belongs to Lebesgue spaces with weights in the…

In this paper, we establish the first large deviation bounds for the Airy point process. The proof is based on a novel approach which relies upon the approximation of the Airy point process using the Gaussian unitary ensemble (GUE) up to an…