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We study the rank one Harish-Chandra-Itzykson-Zuber integral in the limit where $\frac{N \beta}{2} \to c $, called the high temperature regime and show that it can be used to construct a promising one-parameter interpolation, with parameter…

Statistical Mechanics · Physics 2022-01-19 Pierre Mergny , Marc Potters

In this paper, we derive the limit of experiments for one parameter Ising models on dense regular graphs. In particular, we show that the limiting experiment is Gaussian in the low temperature regime, non Gaussian in the critical regime,…

Statistics Theory · Mathematics 2023-05-11 Yuanzhe Xu , Sumit Mukherjee

An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that…

Spectral Theory · Mathematics 2016-04-25 Trinh Khanh Duy , Tomoyuki Shirai

In this work, we introduce matrix-valued diffusion processes which describe the non-equilibrium situation of the matrix models for the beta-Hermite and the beta-Laguerre ensembles. We also study the corresponding spectral measure process…

Mathematical Physics · Physics 2010-07-23 Luen-Chau Li

The paper studies the limiting behavior of spectral measures of random Jacobi matrices of Gaussian, Wishart and MANOVA beta ensembles. We show that the spectral measures converge weakly to a limit distribution which is the semicircle…

Probability · Mathematics 2017-10-12 Trinh Khanh Duy

Bessel processes associated with the root systems $A_{N-1}$ and $B_N$ describe interacting particle systems with $N$ particles on $\mathbb R$; they form dynamic versions of the classical $\beta$-Hermite and Laguerre ensembles. In this paper…

Probability · Mathematics 2022-09-29 Michael Voit

This work explores fundamental statistical and thermodynamic properties of short-and long-range-interacting systems. The purpose of this study is twofold. Firstly, we rigorously prove that the probability distribution of arbitrary few-body…

Statistical Mechanics · Physics 2020-08-19 Tomotaka Kuwahara , Keiji Saito

We study the averaged product of characteristic polynomials of large random matrices in the Gaussian beta-ensemble perturbed by an external source of finite rank. We prove that at the edge of the spectrum, the limiting correlations involve…

Mathematical Physics · Physics 2014-04-15 Patrick Desrosiers , Dang-Zheng Liu

We consider the convergence of the eigenvalues to the support of the equilibrium measure in the $\beta$ ensemble models under a critical condition. We show a phase transition phenomenon, namely that, with probability one, all eigenvalues…

Probability · Mathematics 2015-05-29 Chenjie Fan , Alice Guionnet , Yuqi Song , Andi Wang

We develop a method to compute the moments of the eigenvalue densities of matrices in the Gaussian, Laguerre and Jacobi ensembles for all the symmetry classes beta = 1,2, 4 and finite matrix dimension n. The moments of the Jacobi ensembles…

Mathematical Physics · Physics 2012-07-02 F. Mezzadri , N. J. Simm

We find the precise rate at which the empirical measure associated to a $\beta$-ensemble converges to its limiting measure. In our setting the $\beta$-ensemble is a random point process on a compact complex manifolds distributed according…

Complex Variables · Mathematics 2018-10-24 T. Carroll , J. Marzo , X. Massaneda , J. Ortega-Cerdà

We access the edge of Gaussian beta ensembles with one spike by analyzing high powers of the associated tridiagonal matrix models. In the classical cases beta=1, 2, 4, this corresponds to studying the fluctuations of the largest eigenvalues…

Probability · Mathematics 2017-06-27 Pierre Yves Gaudreau Lamarre , Mykhaylo Shkolnikov

For Y a subset of the complex plane,a beta ensemble is a sequence of probability measures on Y^n for n=1,2,3...depending on a real-valued continuous function Q and a real positive parameter beta.We consider the associated sequence of…

Probability · Mathematics 2014-01-14 Thomas Bloom

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…

Probability · Mathematics 2025-12-10 Pierre Yves Gaudreau Lamarre

We face the problem of detecting and featuring footprints of quantum criticality in the finite-temperature behavior of quantum many-body systems. Our strategy is that of comparing the phase diagram of a system displaying a T=0 quantum phase…

Statistical Mechanics · Physics 2007-08-09 Alessandro Cuccoli , Alessio Taiti , Ruggero Vaia , Paola Verrucchi

We construct a rigourous model of quantum measurement. A two-state model of a negative temperature amplifier, such as a laser, is taken to a classical thermodynamic limit. In the limit, it becomes a classical measurement apparatus obeying…

Quantum Physics · Physics 2007-05-23 Joseph F. Johnson

The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter $\beta$ is allowed to vary with the matrix size $n$. In particular, we show that as $n \to \infty$ with $n\beta \to \infty$, the empirical…

Probability · Mathematics 2017-10-12 Khanh Duy Trinh

In this paper, we prove a polynomial Central Limit Theorem for several integrable models, and for the $\beta$-ensembles at high-temperature with polynomial potential. Furthermore, we connect the mean values, the variances and the…

Probability · Mathematics 2023-12-19 Guido Mazzuca , Ronan Memin

We study the Circular and Jacobi $\beta$-Ensembles and prove Gaussian fluctuations for the number of points in one or more intervals in the macroscopic scaling limit.

Probability · Mathematics 2007-05-23 Rowan Killip

We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…

Probability · Mathematics 2011-11-10 Benedek Valko , Balint Virag