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- W3103167906 abstract "We investigate the marginal distribution of the bottom eigenvalues of the stochastic Airy operator when the inverse temperature $beta$ tends to $0$. We prove that the minimal eigenvalue, whose fluctuations are governed by the Tracy-Widom $beta$ law, converges weakly, when properly centered and scaled, to the Gumbel distribution. More generally we obtain the convergence in law of the marginal distribution of any eigenvalue with given index $k$. Those convergences are obtained after a careful analysis of the explosion times process of the Riccati diffusion associated to the stochastic Airy operator. We show that the empirical measure of the explosion times converges weakly to a Poisson point process using estimates proved in [L. Dumaz and B. Vir'ag. Ann. Inst. H. Poincar'e Probab. Statist. 49, 4, 915-933, (2013)]. We further compute the empirical eigenvalue density of the stochastic Airy ensemble on the macroscopic scale when $betato 0$. As an application, we investigate the maximal eigenvalues statistics of $beta_N$-ensembles when the repulsion parameter $beta_Nto 0$ when $Nto +infty$. We study the double scaling limit $Nto +infty, beta_N to 0$ and argue with heuristic and numerical arguments that the statistics of the marginal distributions can be deduced following the ideas of [A. Edelman and B. D. Sutton. J. Stat. Phys. 127, 6, 1121-1165 (2007)] and [J. A. Ram'irez, B. Rider and B. Vir'ag. J. Amer. Math. Soc. 24, 919-944 (2011)] from our later study of the stochastic Airy operator." @default.
- W3103167906 created "2020-11-23" @default.
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- W3103167906 date "2014-07-12" @default.
- W3103167906 modified "2023-09-23" @default.
- W3103167906 title "Tracy–Widom at High Temperature" @default.
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- W3103167906 doi "https://doi.org/10.1007/s10955-014-1058-z" @default.
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