Poisson statistics at the edge of Gaussian $\beta$-ensemble at high temperature - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2018

Poisson statistics at the edge of Gaussian $\beta$-ensemble at high temperature

Cambyse Pakzad
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Résumé

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.
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Dates et versions

hal-01777520 , version 1 (16-05-2018)

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Cambyse Pakzad. Poisson statistics at the edge of Gaussian $\beta$-ensemble at high temperature. 2018. ⟨hal-01777520⟩
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