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dc.contributor.authorAllez, Romain
dc.contributor.authorBouchaud, Jean-Philippe
dc.contributor.authorGuionnet, Alice
dc.date.accessioned2013-01-29T13:59:08Z
dc.date.available2013-01-29T13:59:08Z
dc.date.issued2012
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/10915
dc.language.isoenen
dc.subjectProbabilityen
dc.subjectStatistical Mechanicsen
dc.subject.ddc519en
dc.titleInvariant Beta Ensembles and the Gauss-Wigner Crossoveren
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenWe define a new diffusive matrix model converging toward the β-Dyson Brownian motion for all β∈[0,2] that provides an explicit construction of beta ensembles of random matrices that is invariant under the orthogonal or unitary group. For small values of β, our process allows one to interpolate smoothly between the Gaussian distribution and the Wigner semicircle. The interpolating limit distributions form a one parameter family that can be explicitly computed. This also allows us to compute the finite-size corrections to the semicircle.en
dc.relation.isversionofjnlnamePhysical Review Letters
dc.relation.isversionofjnlvol109en
dc.relation.isversionofjnlissue9en
dc.relation.isversionofjnldate2012
dc.relation.isversionofjnlpagesn°094102en
dc.relation.isversionofdoihttp://dx.doi.org/10.1103/PhysRevLett.109.094102en
dc.identifier.urlsitehttp://arxiv.org/abs/1205.3598v2en
dc.relation.isversionofjnlpublisherAmerican Physical Societyen
dc.subject.ddclabelProbabilités et mathématiques appliquéesen
dc.relation.forthcomingnonen
dc.relation.forthcomingprintnonen


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