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y
The universality properties of the Sine process (corresponding to inverse temperature beta equal to 2) are now well known. More generally, a family of point processes have been introduced by Valko and Virag and shown to be the bulk limit of Gaussian beta ensembles, for any positive beta. They are defined through a one-parameter family of SDEs coupled by a two-dimensional Brownian motion (or more recently as the spectrum of a random operator). Through these descriptions, some properties have been derived by Holcomb, Paquette, Valko, Virag and others but there is still much to understand.
In a work with David Dereudre, Adrien Hardy (Université de Lille) and Thomas Leblé (Courant Institute, New York), we use tools from classical statistical mechanics based on DLR equations to give a completely different description of the Sine beta process and derive some properties, such as rigidity and tolerance.
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The universality properties of the Sine process (corresponding to inverse temperature beta equal to 2) are now well known. More generally, a family of point processes have been introduced by Valko and Virag and shown to be the bulk limit of Gaussian beta ensembles, for any positive beta. They are defined through a one-parameter family of SDEs coupled by a two-dimensional Brownian motion (or more recently as the spectrum of a random operator). ...
[+]
60B20 ; 60G55
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y
We give a new expression for the law of the eigenvalues of the discrete Anderson model on the finite interval [0, N], in terms of two random processes starting at both ends of the interval. Using this formula, we deduce that the tail of the eigenvectors behaves approximately like exponential of a Brownian motion with a drift. A similar result has recently been shown by B. Rifkind and B. Virag in the critical case, that is, when the random potential is multiplied by a factor 1/ √N.
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We give a new expression for the law of the eigenvalues of the discrete Anderson model on the finite interval [0, N], in terms of two random processes starting at both ends of the interval. Using this formula, we deduce that the tail of the eigenvectors behaves approximately like exponential of a Brownian motion with a drift. A similar result has recently been shown by B. Rifkind and B. Virag in the critical case, that is, when the random ...
[+]
60B20 ; 65F15
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