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Beta ensemble at high temperature Dumaz, Laure
Description
In this talk, we will be interested in the behavior of beta (Hermite) ensembles in the microscopic regime. Thanks to the tridiagonal model discovered by Dumitriu and Edelman, Ramirez, Rider and Virag (for the edge) and Valko and Virag (for the bulk) were able to characterize the limiting point processes through a family of coupled diffusions. We use this approach to derive the large temperature limit i.e. the regime where the parameter beta tends to zero. Thanks to a careful analysis of the diffusions, we prove the convergence towards Poissonian point processes (joint works with Romain Allez).
Item Metadata
Title |
Beta ensemble at high temperature
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Creator | |
Publisher |
Banff International Research Station for Mathematical Innovation and Discovery
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Date Issued |
2016-04-14T15:29
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Description |
In this talk, we will be interested in the behavior of beta (Hermite) ensembles in the microscopic regime. Thanks to the tridiagonal model discovered by Dumitriu and Edelman, Ramirez, Rider and Virag (for the edge) and Valko and Virag (for the bulk) were able to characterize the limiting point processes through a family of coupled diffusions. We use this approach to derive the large temperature limit i.e. the regime where the parameter beta tends to zero. Thanks to a careful analysis of the diffusions, we prove the convergence towards Poissonian point processes (joint works with Romain Allez).
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Extent |
49 minutes
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Subject | |
Type | |
File Format |
video/mp4
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Language |
eng
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Notes |
Author affiliation: University of Cambridge
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Series | |
Date Available |
2017-02-07
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Provider |
Vancouver : University of British Columbia Library
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Rights |
Attribution-NonCommercial-NoDerivatives 4.0 International
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DOI |
10.14288/1.0319141
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URI | |
Affiliation | |
Peer Review Status |
Unreviewed
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Scholarly Level |
Postdoctoral
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Rights URI | |
Aggregated Source Repository |
DSpace
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Rights
Attribution-NonCommercial-NoDerivatives 4.0 International