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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, Skolan för teknikvetenskap (SCI), Matematik (Inst.), Matematisk statistik.
2021 (engelsk)Inngår i: Theory of Probability and its Applications, ISSN 0040-585X, E-ISSN 1095-7219, Vol. 65, nr 4, s. 588-615Artikkel i tidsskrift (Fagfellevurdert) 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.

sted, utgiver, år, opplag, sider
Society for Industrial & Applied Mathematics (SIAM) , 2021. Vol. 65, nr 4, s. 588-615
Emneord [en]
strongly repelling particles, multivariate Gaussian distribution, convergence of finite dimensional distributions, functional convergence
HSV kategori
Identifikatorer
URN: urn:nbn:se:kth:diva-291799DOI: 10.1137/S0040585X97T990149ISI: 000616235300006Scopus ID: 2-s2.0-85104221920OAI: oai:DiVA.org:kth-291799DiVA, id: diva2:1539298
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QC 20210323

Tilgjengelig fra: 2021-03-23 Laget: 2021-03-23 Sist oppdatert: 2024-08-28bibliografisk kontrollert

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