Mathematics > Probability
[Submitted on 23 Apr 2018 (v1), last revised 28 May 2019 (this version, v5)]
Title:Poisson statistics at the edge of Gaussian beta-ensembles at high temperature
View PDFAbstract:We study the asymptotic edge statistics of the Gaussian $\beta$-ensemble, a collection of $n$ particles, as the inverse temperature $\beta$ tends to zero as $n$ tends to infinity. In a certain decay regime of $\beta$, the associated extreme point process is proved to converge in distribution to a Poisson point process as $n\to +\infty$. We also extend a well known result on Poisson limit for Gaussian extremes by showing the existence of an edge regime that we did not find in the literature.
Submission history
From: Cambyse Pakzad [view email][v1] Mon, 23 Apr 2018 01:25:30 UTC (76 KB)
[v2] Fri, 4 May 2018 13:31:41 UTC (76 KB)
[v3] Fri, 15 Jun 2018 14:30:11 UTC (76 KB)
[v4] Fri, 18 Jan 2019 18:07:43 UTC (78 KB)
[v5] Tue, 28 May 2019 11:03:07 UTC (79 KB)
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