ترغب بنشر مسار تعليمي؟ اضغط هنا

The Bessel kernel determinant on large intervals and Birkhoffs ergodic theorem

184   0   0.0 ( 0 )
 نشر من قبل Jonatan Lenells
 تاريخ النشر 2021
  مجال البحث فيزياء
والبحث باللغة English




اسأل ChatGPT حول البحث

The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability begin{align*} mathbb{P}Big( mbox{there are no points in the Bessel process on } (0,x_{1})cup(x_{2},x_{3})cupcdotscup(x_{2g},x_{2g+1}) Big), end{align*} where $0<x_{1}<cdots<x_{2g+1}$ and $g geq 0$ is any non-negative integer. We obtain asymptotics for this probability as the size of the intervals becomes large, up to and including the oscillations of order $1$. In these asymptotics, the most intricate term is a one-dimensional integral along a linear flow on a $g$-dimensional torus, whose integrand involves ratios of Riemann $theta$-functions associated to a genus $g$ Riemann surface. We simplify this integral in two generic cases: (a) If the flow is ergodic, we compute the leading term in the asymptotics of this integral explicitly using Birkhoffs ergodic theorem. (b) If the linear flow has certain good Diophantine properties, we obtain improved estimates on the error term in the asymptotics of this integral. In the case when the flow is both ergodic and has good Diophantine properties (which is always the case for $g=1$, and almost always the case for $g geq 2$), these results can be combined, yielding particularly precise and explicit large gap asymptotics.



قيم البحث

اقرأ أيضاً

207 - P. Deift , A. Its , I. Krasovsky 2006
The authors use Riemann-Hilbert methods to compute the constant that arises in the asymptotic behavior of the Airy-kernel determinant of random matrix theory.
Under the Kolmogorov--Smirnov metric, an upper bound on the rate of convergence to the Gaussian distribution is obtained for linear statistics of the matrix ensembles in the case of the Gaussian, Laguerre, and Jacobi weights. The main lemma gives an estimate for the characteristic functions of the linear statistics; this estimate is uniform over the growing interval. The proof of the lemma relies on the Riemann--Hilbert approach.
We study a family of McKean-Vlasov (mean-field) type ergodic optimal control problems with linear control, and quadratic dependence on control of the cost function. For this class of problems we establish existence and uniqueness of an optimal contro l. We propose an $N$-particles Markovian optimal control problem approximating the McKean-Vlasov one and we prove the convergence in relative entropy, total variation and Wasserstein distance of the law of the former to the law of the latter when $N$ goes to infinity. Some McKean-Vlasov optimal control problems with singular cost function and the relation of these problems with the mathematical theory of Bose-Einstein condensation is also established.
The Rohde--Schramm theorem states that Schramm--Loewner Evolution with parameter $kappa$ (or SLE$_kappa$ for short) exists as a random curve, almost surely, if $kappa eq 8$. Here we give a new and concise proof of the result, based on the Liouville quantum gravity coupling (or reverse coupling) with a Gaussian free field. This transforms the problem of estimating the derivative of the Loewner flow into estimating certain correlated Gaussian free fields. While the correlation between these fields is not easy to understand, a surprisingly simple argument allows us to recover a derivative exponent first obtained by Rohde and Schramm, subsequently shown to be optimal by Lawler and Viklund, which then implies the Rohde--Schramm theorem.
223 - E. Carlen , A. Soffer 2011
We prove for the rescaled convolution map $fto fcircledast f$ propagation of polynomial, exponential and gaussian localization. The gaussian localization is then used to prove an optimal bound on the rate of entropy production by this map. As an appl ication we prove the convergence of the CLT to be at the optimal rate $1/sqrt{n}$ in the entropy (and $L^1$) sense, for distributions with finite 4th moment.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا