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arXiv 1104.0153math-phmath.MPmath.PR
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Sturm-Liouville算子诱导核的行列式点过程的标度极限

On the Scaling Limits of Determinantal Point Processes with Kernels Induced by Sturm-Liouville Operators

Folkmar Bornemann

摘要:

应用Borodin和Olshanski [J. Algebra 313(2007),40-60]的思想,研究了由自伴Sturm-Liouville算子的谱投影给出迹类投影核的行列式点过程的各种标度极限.该方法不研究核函数的收敛性,而是直接研究诱导积分算子的强收敛性。我们表明,这种概念的收敛,戴森,艾里,贝塞尔内核是普遍的散装,软边,硬边缩放限制。这一结果使我们能够给出一个简短的和统一的推导公式的经典的酉不变的随机矩阵系综,即高斯酉系综(GUE),Wishart或Laguerre酉系综(LUE),和MANOVA(多元方差分析)或雅可比酉系综(JUE)的标度极限。

英文摘要:

By applying an idea of Borodin and Olshanski [J. Algebra 313 (2007), 40-60], we study various scaling limits of determinantal point processes with trace class projection kernels given by spectral projections of selfadjoint Sturm-Liouville operators. Instead of studying the convergence of the kernels as functions, the method directly addresses the strong convergence of the induced integral operators. We show that, for this notion of convergence, the Dyson, Airy, and Bessel kernels are universal in the bulk, soft-edge, and hard-edge scaling limits. This result allows us to give a short and unified derivation of the known formulae for the scaling limits of the classical random matrix ensembles with unitary invariance, that is, the Gaussian unitary ensemble (GUE), the Wishart or Laguerre unitary ensemble (LUE), and the MANOVA (multivariate analysis of variance) or Jacobi unitary ensemble (JUE).

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