Overcrowding asymptotics for the Sine_beta process
Diane Holcomb, Benedek Valk\'o

TL;DR
This paper derives asymptotic probabilities for overcrowding events in the Sine_beta process, revealing how likely it is to find many points in a fixed interval, with precise exponential decay rates.
Contribution
It provides the first detailed overcrowding estimates for the Sine_beta process, including the main exponential decay and the next order term for shrinking intervals.
Findings
Probability of at least n points ~ e^{-rac{eta}{2} n^2 \log(n)}
Identifies next order term when interval size shrinks to zero
Enhances understanding of point process fluctuations in random matrix limits
Abstract
We give overcrowding estimates for the Sine_beta process, the bulk point process limit of the Gaussian beta-ensemble. We show that the probability of having at least n points in a fixed interval is given by as . We also identify the next order term in the exponent if the size of the interval goes to zero.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsRandom Matrices and Applications · Stochastic processes and statistical mechanics · Bayesian Methods and Mixture Models
