Gaussian asymptotics of discrete β-ensembles

We introduce and study stochastic N -particle ensembles which are discretizations for general- β log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, ( z , w ) -measures, etc. We prove that under technical assumptions on general analytic potenti...

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Veröffentlicht in:Publications mathématiques. Institut des hautes études scientifiques 2017, Vol.125 (1), p.1-78
Hauptverfasser: Borodin, Alexei, Gorin, Vadim, Guionnet, Alice
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Sprache:eng
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Zusammenfassung:We introduce and study stochastic N -particle ensembles which are discretizations for general- β log-gases of random matrix theory. The examples include random tilings, families of non-intersecting paths, ( z , w ) -measures, etc. We prove that under technical assumptions on general analytic potential, the global fluctuations for such ensembles are asymptotically Gaussian as N → ∞ . The covariance is universal and coincides with its counterpart in random matrix theory. Our main tool is an appropriate discrete version of the Schwinger-Dyson (or loop) equations, which originates in the work of Nekrasov and his collaborators.
ISSN:0073-8301
1618-1913
DOI:10.1007/s10240-016-0085-5