LOCAL UNIVERSALITY OF REPULSIVE PARTICLE SYSTEMS AND RANDOM MATRICES

• 成果类型: Article
• 署名作者: Goetze, Friedrich; Venker, Martin
• 署名单位: University of Bielefeld
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/13-AOP844
• 发表日期: 2014
• 页码: 2207-2242
• 关键词: eigenvalue statistics; asymptotics; bulk; beta

摘要

We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new particle system does not seem to have a natural spectral or determinantal representation, the local correlations in the bulk coincide in the limit of infinitely many particles with those known from random Hermitian matrices; in particular they can be expressed as determinants of the so-called sine kernel. These results may provide an explanation for the appearance of sine kernel correlation statistics in a number of situations which do not have an obvious interpretation in terms of random matrices.