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Fluctuations of β-Jacobi product processes
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440_2022_1109_ReferencePDF.pdf
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970.53 KB
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Adobe PDF
Checksum (MD5)
75101c787ed5ae9b17ccff5a5d4a6623
Author(s)
Ahn, Andrew
Date Issued
April 21, 2022
Publisher
Springer Berlin Heidelberg
Citation
Ahn, Andrew. 2022. "Fluctuations of β-Jacobi product processes."
Version
Author's final manuscript
Abstract
We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index β=1,2,4 respectively) where time corresponds to the number of terms in the product. More generally, we consider the β-Jacobi product process obtained by extrapolating to arbitrary β>0. For fixed time (i.e. number of factors is constant), we show that the global fluctuations are jointly Gaussian with explicit covariances. For time growing linearly with matrix size, we show convergence of moments after suitable rescaling. When β=2, our results imply that the right edge converges to a process which interpolates between the Airy point process and a deterministic configuration. This process connects a time-parametrized family of point processes appearing in the works of Akemann–Burda–Kieburg and Liu–Wang–Wang across time. In the arbitrary β>0 case, our results show tightness of the particles near the right edge. The limiting moment formulas correspond to expressions for the Laplace transform of a conjectural β-generalization of the interpolating process.
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DOI of Published Version
https://doi.org/10.1007/s00440-022-01109-0
