# Extremes of Chi triangular array from the Gaussian $\beta$-Ensemble at   high temperature

**Authors:** Cambyse Pakzad

arXiv: 1903.02103 · 2019-03-07

## TL;DR

This paper investigates the extreme eigenvalues of the Gaussian beta-ensemble at high temperatures, showing convergence to a Poisson process and providing asymptotic estimates for the largest eigenvalue.

## Contribution

It establishes the convergence of the extreme point process to a Poisson process in high temperature regimes and explicitly determines normalizing sequences.

## Key findings

- Convergence to Poisson point process in high temperature regimes
- Explicit normalizing sequences for different regimes
- Asymptotic estimates for the largest eigenvalue

## Abstract

We study the extreme point process associated to the off-diagonal components in the matrix representation of the Gaussian $\beta$-Ensemble and prove its convergence to Poisson point process as $n\to +\infty$ when the inverse temperature $\beta$ scales with $n$ and tends to $0$. We consider two main high temperature regimes: $\displaystyle{\beta\ll \frac{1}{n}}$ and $\displaystyle{n\beta= 2\gamma \geq 0}$. The normalizing sequences are explicitly given in each cases. As a consequence, we estimate the first order asymptotic of the largest eigenvalue of the Gaussian $\beta$-Ensemble.

## Full text

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## References

6 references — full list in the complete paper: https://tomesphere.com/paper/1903.02103/full.md

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Source: https://tomesphere.com/paper/1903.02103