Finite size corrections in the bulk for circular $\beta$ ensembles
Peter J. Forrester, Bo-Jian Shen

TL;DR
This paper investigates finite size corrections in the bulk for circular $eta$ ensembles, deriving asymptotic expansions and relations for correlation functions and spectral form factors, with implications for understanding eigenvalue distributions.
Contribution
It provides explicit asymptotic expansions in $1/N^2$ for correlation functions and spectral form factors in circular $eta$ ensembles, and relates corrections to the leading term via second derivatives.
Findings
Asymptotic expansion in $1/N^2$ for $n$-point correlation functions.
First correction related to the leading term via a second derivative.
Spectral form factors also admit an asymptotic expansion in $1/N^2$.
Abstract
The circular ensemble for and 4 corresponds to circular orthogonal, unitary and symplectic ensemble respectively as introduced by Dyson. The statistical state of the eigenvalues is then a determinantal point process () and Pfaffian point process (). The explicit functional forms of the correlation kernels then imply that the general -point correlation functions exhibit an asymptotic expansion in , which moreover can be lifted to an asymptotic in for the spacing distributions and their generating function. We use -Painlev\'e characterisations to show that the functional form of the first correction is related to the leading term via a second derivative. In the case this finding has immediate consequence in interpreting the empirical Riemann zeros spacing distribution at large height, and that of their…
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Taxonomy
TopicsRandom Matrices and Applications · Probability and Risk Models · Bayesian Methods and Mixture Models
