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Teoriya Veroyatnostei i ee Primeneniya, 2020, Volume 65, Issue 4, Pages 746–777
DOI: https://doi.org/10.4213/tvp5302
(Mi tvp5302)
 

This article is cited in 1 scientific paper (total in 1 paper)

Gaussian approximation of the distribution of strongly repelling particles on the unit circle

A. Soshnikova, Yu. Xub

a University of California at Davis, Davis, CA, USA
b KTH, Stockholm, Sweden
Full-text PDF (546 kB) Citations (1)
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Abstract: In this paper, we consider a strongly repelling model of $n$ ordered particles $\{e^{i \theta_j}\}_{j=0}^{n-1}$ with the density $p({\theta_0},\dots, \theta_{n-1})=\frac{1}{Z_n} \exp \big\{-\frac{\beta}{2}\sum_{j \ne k} \sin^{-2} \big( \frac{\theta_j-\theta_k}{2}\big)\big\}$, $\beta>0$. Let $\theta_j=2 \pi j/n+x_j/n^2+\mathrm{const}$ such that $\sum_{j=0}^{n-1}x_j=0$. Define $\zeta_n (2 \pi j/n) =x_j/\sqrt{n}$, and extend $\zeta_n$ piecewise linearly to $[0, 2 \pi]$. We prove the functional convergence of $\zeta_n(t)$ to $\zeta(t)=\sqrt{\frac{2}{\beta}} \operatorname{Re} \big( \sum_{k=1}^{\infty} \frac{1}{k} e^{ikt} Z_k \big)$, where $Z_k$ are independent identically distributed complex standard Gaussian random variables.
Keywords: strongly repelling particles, multivariate Gaussian distribution, convergence of finite dimensional distributions, functional convergence.
Funding agency Grant number
Simons Foundation 312391
Research has been partially supported by the Simons Foundation Collaboration Grant for Mathematicians № 312391.
Received: 25.03.2019
Revised: 08.11.2019
Accepted: 21.11.2019
English version:
Theory of Probability and its Applications, 2021, Volume 65, Issue 4, Pages 588–615
DOI: https://doi.org/10.1137/S0040585X97T990149
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: A. Soshnikov, Yu. Xu, “Gaussian approximation of the distribution of strongly repelling particles on the unit circle”, Teor. Veroyatnost. i Primenen., 65:4 (2020), 746–777; Theory Probab. Appl., 65:4 (2021), 588–615
Citation in format AMSBIB
\Bibitem{SosXu20}
\by A.~Soshnikov, Yu.~Xu
\paper Gaussian approximation of the distribution of strongly repelling particles on the unit circle
\jour Teor. Veroyatnost. i Primenen.
\yr 2020
\vol 65
\issue 4
\pages 746--777
\mathnet{http://mi.mathnet.ru/tvp5302}
\crossref{https://doi.org/10.4213/tvp5302}
\transl
\jour Theory Probab. Appl.
\yr 2021
\vol 65
\issue 4
\pages 588--615
\crossref{https://doi.org/10.1137/S0040585X97T990149}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000616235300006}
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  • https://www.mathnet.ru/eng/tvp5302
  • https://doi.org/10.4213/tvp5302
  • https://www.mathnet.ru/eng/tvp/v65/i4/p746
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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    References:24
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