论文标题
高斯正交合奏的主要未成年人
Principal minors of Gaussian orthogonal ensemble
论文作者
论文摘要
在本文中，我们研究了经典高斯正交集合（GOE）的所有最大特征值的最大值的极端过程。我们证明，最大值的波动是由牙龈分布在极限中给出的。我们还得出了最大值和相应特征向量的限制关节分布，这意味着这两个随机变量在渐近独立。
In this paper, we study the extremal process of the maxima of all the largest eigenvalues of principal minors of the classical Gaussian orthogonal ensemble (GOE). We prove that the fluctuation of the maxima is given by the Gumbel distribution in the limit. We also derive the limiting joint distribution of the maxima and the corresponding eigenvector, which implies that these two random variables are asymptotically independent.
