Abstract
This paper is concerned with the explicit computation of the limiting distribution function of the largest real eigenvalue in the real Ginibre ensemble when each real eigenvalue has been removed indepen- dently with constant likelihood. We show that the recently discovered integrable structures in [2] generalize from the real Ginibre ensemble to its thinned equivalent. Concretely, we express the aforementioned lim- iting distribution function as a convex combination of two simple Fredholm determinants and connect the same function to the inverse scattering theory of the Zakharov-Shabat system. As corollaries, we provide a Zakharov-Shabat evaluation of the ensemble’s real eigenvalue generating function and obtain precise con- trol over the limiting distribution function’s tails. The latter part includes the explicit computation of the usually difficult constant factors.
Original language | English |
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Pages (from-to) | 4003-4056 |
Number of pages | 54 |
Journal | Annales Henri Poincaré |
Volume | 23 |
Issue number | 11 |
Early online date | 12 Apr 2022 |
DOIs | |
Publication status | Published - 1 Nov 2022 |
Bibliographical note
Funding Information:The work of J.B. is supported in part by the NSF grants DMS-1664692 and DMS-1954790. T.B. acknowledges support by the Engineering and Physical Sciences Research Council through grant EP/T013893/2.
Publisher Copyright:
© 2022, The Author(s).
Keywords
- Real Ginibre ensemble
- thinning
- extreme value statistics
- Riemann-Hilbert problem
- Sakharov-Shabat system
- inverse scattering theory
- Fredholm determinant representation
- tail expansions