Universal objects of the infinite beta random matrix theory
Abstract
We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold approach corresponding to real/complex/quaternion matrices by point. Our central objects are GE ensemble, which is a counterpart of classical Gaussian Orthogonal/Unitary/Symplectic ensembles, and Airy line ensemble, which is a collection of continuous curves serving as a scaling limit for largest eigenvalues at . 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.
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