TY - JOUR
T1 - On the scaling limits of determinantal point processes with kernels induced by sturm-liouville operators
AU - Bornemann, Folkmar
N1 - Publisher Copyright:
© 2016, Institute of Mathematics. All rights reserved.
PY - 2016/8/19
Y1 - 2016/8/19
N2 - 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).
AB - 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).
KW - Classical random matrix ensembles
KW - Determinantal point processes
KW - GUE
KW - JUE
KW - LUE
KW - MANOVA
KW - Scaling limits
KW - Strong operator convergence
KW - Sturm-Liouville operators
UR - http://www.scopus.com/inward/record.url?scp=84984844821&partnerID=8YFLogxK
U2 - 10.3842/SIGMA.2016.083
DO - 10.3842/SIGMA.2016.083
M3 - Article
AN - SCOPUS:84984844821
SN - 1815-0659
VL - 12
JO - Symmetry, Integrability and Geometry: Methods and Applications (SIGMA)
JF - Symmetry, Integrability and Geometry: Methods and Applications (SIGMA)
M1 - 083
ER -