Poisson statistics at the edge of Gaussian $\beta$-ensemble at high temperature
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.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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