Rigidity and Edge Universality of Discrete $\beta$-Ensembles
Alice Guionnet, Jiaoyang Huang

TL;DR
This paper proves the edge universality and rigidity of discrete $eta$-ensembles, showing that extreme particle distributions converge to Tracy-Widom $eta$ distributions, including applications to Young diagram row lengths.
Contribution
First proof of Tracy-Widom $eta$ distribution universality in discrete $eta$-ensembles, extending continuous results and solving an open problem related to Young diagrams.
Findings
Particles are close to classical locations with optimal error bounds.
Extreme particle distributions converge to Tracy-Widom $eta$ distributions for $eta \,\geq\, 1$.
Application to Jack deformation of Plancherel measure confirms Tracy-Widom $eta$ convergence.
Abstract
We study discrete -ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the edge universality of the discrete -ensembles, i.e. for , the distribution of extreme particles converges to the Tracy-Widom distribution. As far as we know, this is the first proof of general Tracy-Widom distributions in the discrete setting. A special case of our main results implies that under the Jack deformation of the Plancherel measure, the distribution of the lengths of the first few rows in Young diagrams, converges to the Tracy-Widom distribution, which answers an open problem in [39]. Our proof relies on Nekrasov's (or loop) equations, a multiscale analysis and a comparison argument with…
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Taxonomy
TopicsRandom Matrices and Applications · Bayesian Methods and Mixture Models · Stochastic processes and statistical mechanics
