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 |
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Hauptverfasser: | , , |
Format: | Artikel |
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. |
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ISSN: | 0073-8301 1618-1913 |
DOI: | 10.1007/s10240-016-0085-5 |