Mesoscopic central limit theorem for the circular $\beta $-ensembles and applications
نویسندگان
چکیده
We give a simple proof of central limit theorem for linear statistics the circular $\beta $-ensembles which is valid at almost microscopic scales functions class $C^{3}$. Using coupling introduced by Valko and Virag [48], we deduce Sine$_{\beta }$ processes. also discuss connections between our result theory Gaussian Multiplicative Chaos. Based on results [37], show that exponential logarithm real (and imaginary) part characteristic polynomial $-ensembles, regularized small mesoscopic scale renormalized, converges to GMC measures in subcritical regime. This establishes leading order behavior extreme values consistent with predictions coming from log-correlated field theory.
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2021
ISSN: ['1083-6489']
DOI: https://doi.org/10.1214/20-ejp559