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Gaussian approximation of the distribution of strongly repelling particles on the unit circle
Univ Calif Davis, Davis, CA 95616 USA..
KTH, School of Engineering Sciences (SCI), Mathematics (Dept.), Mathematical Statistics.
2021 (English)In: Theory of Probability and its Applications, ISSN 0040-585X, E-ISSN 1095-7219, Vol. 65, no 4, p. 588-615Article in journal (Refereed) Published
Abstract [en]

In this paper, we consider a strongly repelling model of n ordered particles {e(i theta j)}(j=0)(n-1 )with the density p(theta(0), ..., theta(n-1)) = 1/Z(n )exp { - beta/2 Sigma(j not equal k )sin(-2 )(theta(j) - theta(k)/2)}, beta > 0. Let theta(j )= 2 pi j/n + x(j)/n(2) + const such that Sigma(n-1 )(j=0)x(j )= 0. Define zeta(n) (2 pi j/n) = x(j)/root n, and extend zeta(n) piecewise linearly to [0, 2 pi]. We prove the functional convergence of zeta(n)(t) to zeta(t) = root 2/beta Re (Sigma(infinity )(k=1)1/k e(ikt) Z(k)), where Z(k ) are independent identically distributed complex standard Gaussian random variables.

Place, publisher, year, edition, pages
Society for Industrial & Applied Mathematics (SIAM) , 2021. Vol. 65, no 4, p. 588-615
Keywords [en]
strongly repelling particles, multivariate Gaussian distribution, convergence of finite dimensional distributions, functional convergence
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:kth:diva-291799DOI: 10.1137/S0040585X97T990149ISI: 000616235300006Scopus ID: 2-s2.0-85104221920OAI: oai:DiVA.org:kth-291799DiVA, id: diva2:1539298
Note

QC 20210323

Available from: 2021-03-23 Created: 2021-03-23 Last updated: 2024-08-28Bibliographically approved

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Xu, Yuanyuan

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CiteExportLink to record
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