Principal minors of Gaussian orthogonal ensemble
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2022
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866909103723380736 |
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| author | Feng, Renjie Tian, Gang Wei, Dongyi Yao, Dong |
| author_facet | Feng, Renjie Tian, Gang Wei, Dongyi Yao, Dong |
| contents | In this paper, we study the extremal process of the maxima of all the largest eigenvalues of principal minors of the classical Gaussian orthogonal ensemble (GOE). We prove that the fluctuation of the maxima is given by the Gumbel distribution in the limit. We also derive the limiting joint distribution of the maxima and the corresponding eigenvector, which implies that these two random variables are asymptotically independent. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2205_05732 |
| institution | arXiv |
| publishDate | 2022 |
| record_format | arxiv |
| spellingShingle | Principal minors of Gaussian orthogonal ensemble Feng, Renjie Tian, Gang Wei, Dongyi Yao, Dong Probability 60G70 In this paper, we study the extremal process of the maxima of all the largest eigenvalues of principal minors of the classical Gaussian orthogonal ensemble (GOE). We prove that the fluctuation of the maxima is given by the Gumbel distribution in the limit. We also derive the limiting joint distribution of the maxima and the corresponding eigenvector, which implies that these two random variables are asymptotically independent. |
| title | Principal minors of Gaussian orthogonal ensemble |
| topic | Probability 60G70 |
| url | https://arxiv.org/abs/2205.05732 |