Poisson statistics for matrix ensembles at large temperature
Résumé
In this article, we consider $\beta$-ensembles, i.e. collections of particles
with random positions on the real line having joint distribution
$$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{-
\frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d \lambda,$$ in the regime where
$\beta\to 0$ as $N\to\infty$. We briefly describe the global regime and then
consider the local regime. In the case where $N\beta$ stays bounded, we prove
that the local eigenvalue statistics, in the vicinity of any real number, are
asymptotically to those of a Poisson point process. In the case where
$N\beta\to\infty$, we prove a partial result in this direction.