English

Poisson statistics for matrix ensembles at large temperature

Probability 2015-06-25 v2

Abstract

In this article, we consider β\beta-ensembles, i.e. collections of particles with random positions on the real line having joint distribution 1ZN(β)Δ(λ)βeNβ4i=1Nλi2dλ,\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d \lambda, in the regime where β0\beta\to 0 as NN\to\infty. We briefly describe the global regime and then consider the local regime. In the case where NβN\beta stays bounded, we prove that the local eigenvalue statistics, in the vicinity of any real number, are asymptotically to those of a Poisson point process. In the case where NβN\beta\to\infty, we prove a partial result in this direction.

Keywords

Cite

@article{arxiv.1506.03494,
  title  = {Poisson statistics for matrix ensembles at large temperature},
  author = {Florent Benaych-Georges and Sandrine Péché},
  journal= {arXiv preprint arXiv:1506.03494},
  year   = {2015}
}

Comments

26 pages, 1 figure. In v2: references added and minor clarifications

R2 v1 2026-06-22T09:51:26.688Z