Edge statistics for a class of repulsive particle systems

• 成果类型: Article
• 署名作者: Kriecherbauer, Thomas; Venker, Martin
• 署名单位: University of Bayreuth; Universite Catholique Louvain
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-017-0765-1
• 发表日期: 2018
• 页码: 617-655
• 关键词: longest increasing subsequences; random-matrix theory; beta ensembles; spacing distributions; Moderate Deviations; global asymptotics; transport maps; UNIVERSALITY; models; fluctuations

摘要

We study a class of interacting particle systems on R which was recently investigated by Gotze and Venker (Ann Probab 42(6): 2207-2242, 2014. doi: 10.1214/ 13-AOP844). These ensembles generalize eigenvalue ensembles of Hermitian random matrices by allowing different interactions between particles. Although these ensembles are not known to be determinantal one can use the stochastic linearization method of Gotze and Venker (Ann Probab 42(6): 2207-2242, 2014. doi: 10.1214/13-AOP844) to represent them as averages of determinantal ones. Our results describe the transition between universal behavior in the regime of the Tracy-Widom law and non-universal behavior for large deviations of the rightmost particle. Moreover, a detailed analysis of the transition that occurs in the regime of moderate deviations, is provided. We also compare our results with the corresponding ones obtained recently for determinantal ensembles (Eichelsbacher et al. in Symmetry Integr Geom Methods Appl 12: 18, 2016. doi: 10.3842/SIGMA. 2016.093; Schuler in Moderate, large and superlarge deviations for extremal eigenvalues of unitarily invariant ensembles. Ph. D. thesis, University of Bayreuth, 2015). In particular, we discuss how the averaging effects the leading order behavior in the regime of large deviations. In the analysis of the averaging procedure we use detailed asymptotic information on the behavior of Christoffel-Darboux kernels that is uniform for perturbative families of weights. Such results have been provided by K. Schubert, K. Schuler and the authors in Kriecherbauer et al. (Markov Process Relat Fields 21(3, part 2):639-694, 2015).