Electronic Communications in Probability
- Electron. Commun. Probab.
- Volume 23 (2018), paper no. 16, 12 pp.
Asymptotic results in solvable two-charge models
In , a solvable two charge ensemble of interacting charged particles on the real line in the presence of the harmonic oscillator potential is introduced. It can be seen as a special form of a grand canonical ensemble with the total charge being fixed and unit charge particles being random. Moreover, it serves as an interpolation between the Gaussian orthogonal and the Gaussian symplectic ensembles and maintains the Pfaffian structure of the eigenvalues. A similar solvable ensemble of charged particles on the unit circle was studied in [17, 10].
In this paper we explore the sharp asymptotic behavior of the number of unit charge particles on the line and on the circle, as the total charge goes to infinity. We establish extended central limit theorems, Berry-Esseen estimates and precise moderate deviations using the machinery of the mod-Gaussian convergence developed in [6, 15, 14, 4, 7]. Also a large deviation principle is derived using the Gärtner-Ellis theorem.
Electron. Commun. Probab., Volume 23 (2018), paper no. 16, 12 pp.
Received: 1 November 2017
Accepted: 5 February 2018
First available in Project Euclid: 27 February 2018
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Primary: 60B20: Random matrices (probabilistic aspects; for algebraic aspects see 15B52) 82B05: Classical equilibrium statistical mechanics (general) 15B52: Random matrices 15A15: Determinants, permanents, other special matrix functions [See also 19B10, 19B14]
Secondary: 33C45: Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) [See also 42C05 for general orthogonal polynomials and functions] 60G55: Point processes 60F05: Central limit and other weak theorems 60F10: Large deviations 62H10: Distribution of statistics
random matrices two-charge ensembles large deviation principle moderate deviations central limit theorem Berry-Esseen estimate local limit theorem Gaussian orthogonal ensemble circular orthogonal ensemble
Dal Borgo, Martina; Hovhannisyan, Emma; Rouault, Alain. Asymptotic results in solvable two-charge models. Electron. Commun. Probab. 23 (2018), paper no. 16, 12 pp. doi:10.1214/18-ECP115. https://projecteuclid.org/euclid.ecp/1519722246