Global Spectrum Fluctuations for Gaussian Beta Ensembles: A Martingale Approach

Research output: Contribution to journalArticle

2 Citations (Scopus)


The paper describes the global limiting behavior of Gaussian beta ensembles where the parameter (Formula presented.) is allowed to vary with the matrix size n. In particular, we show that as (Formula presented.) with (Formula presented.), the empirical distribution converges weakly to the semicircle distribution, almost surely. The Gaussian fluctuation around the limit is then derived by a martingale approach.

Original languageEnglish
Pages (from-to)1-18
Number of pages18
JournalJournal of Theoretical Probability
Publication statusAccepted/In press - 2017 Oct 24
Externally publishedYes


  • Gaussian beta ensembles
  • Martingale difference central limit theorem
  • Semicircle law
  • Tridiagonal random matrices

ASJC Scopus subject areas

  • Statistics and Probability
  • Mathematics(all)
  • Statistics, Probability and Uncertainty

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