Eigenvalues of GUE minors
2006 (English)In: Electronic Journal of Probability, ISSN 1083-6489, Vol. 11, no 50, 1342-1371 p.Article in journal (Refereed) Published
Consider an infinite random matrix H = (hij)o<i,j picked from the Gaussian Unitary Ensemble (GUE). Denote its main minors by Hi = (hrs)1≤r,s≤i and let the j:th largest eigenvalue of Hi be μji. We show that the configuration of all these eigenvalues (i, μji) form a determinantal point process on ℕ × ℝ. Furthermore we show that this process can be obtained as the scaling limit in random tilings of the Aztec diamond close to the boundary. We also discuss the corresponding limit for random lozenge tilings of a hexagon.
Place, publisher, year, edition, pages
2006. Vol. 11, no 50, 1342-1371 p.
GUE, Aztec diamond, domino tilings, lozenge tilings, interlaced particles
IdentifiersURN: urn:nbn:se:kth:diva-9830ISI: 000243135900001ScopusID: 2-s2.0-33845777983OAI: oai:DiVA.org:kth-9830DiVA: diva2:133476
This version also contains the corrections from the erratum published in the same journal.
QC 201008042009-01-192009-01-122010-12-06Bibliographically approved