Universal objects of the infinite beta random matrix theory

被引:1
|
作者
Gorin, Vadim [1 ,2 ]
Kleptsyn, Victor [3 ]
机构
[1] Univ Calif Berkeley, Dept Stat, Berkeley, CA 94720 USA
[2] Univ Calif Berkeley, Dept Math, Berkeley, CA 94720 USA
[3] Univ Rennes, UMR 6625, IRMAR, CNRS, F-35042 Rennes, France
关键词
Random matrices; beta ensembles; freezing; Airy process; ORTHOGONAL POLYNOMIALS; CORNERS; EIGENVALUES; ENSEMBLES; SPECTRUM; LAGUERRE; HERMITE; UNITARY; EDGE;
D O I
10.4171/JEMS/1336
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We develop a theory of multilevel distributions of eigenvalues which complements Dyson's threefold 13 = 1, 2, 4 approach corresponding to real/complex/quaternion matrices by 13 = oo point. Our central objects are the GooE ensemble, which is a counterpart of the classical Gaussian Orthogonal/Unitary/Symplectic ensembles, and the Airy1 line ensemble, which is a collection of continuous curves serving as a scaling limit for largest eigenvalues at 13 = oo. We develop two points of view on these objects. The probabilistic one treats them as partition functions of certain additive polymers collecting white noise. The integrable point of view expresses their distributions through the so-called associated Hermite polynomials and integrals of the Airy function. We also outline universal appearances of our ensembles as scaling limits.
引用
收藏
页码:3429 / 3496
页数:68
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