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Rigidity and Edge Universality of Discrete $β$-Ensembles (1705.05527v3)

Published 16 May 2017 in math.PR, math-ph, and math.MP

Abstract: We study discrete $\beta$-ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the edge universality of the discrete $\beta$-ensembles, i.e. for $\beta\geq 1$, the distribution of extreme particles converges to the Tracy-Widom $\beta$ distribution. As far as we know, this is the first proof of general Tracy-Widom $\beta$ distributions in the discrete setting. A special case of our main results implies that under the Jack deformation of the Plancherel measure, the distribution of the lengths of the first few rows in Young diagrams, converges to the Tracy-Widom $\beta$ distribution, which answers an open problem in [39]. Our proof relies on Nekrasov's (or loop) equations, a multiscale analysis and a comparison argument with continuous $\beta$-ensembles.

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