Asymptotic independence of extreme eigenvalues in Gaussian beta-ensembles

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For β{1,2,4}\beta\in\{1,2,4\}, let Xβ,nminX_{\beta,n}^{\min} and Xβ,nmaxX_{\beta,n}^{\max} be the centred and rescaled smallest and largest eigenvalues of a random matrix from the Gaussian β\beta-ensemble, defined by

Xβ,nmin:=2n1/6(minXi+2n),Xβ,nmax:=2n1/6(maxXi2n).X_{\beta,n}^{\min}:=\sqrt{2}n^{1/6}(\min X_i+\sqrt{2n}),\qquad X_{\beta,n}^{\max}:=\sqrt{2}n^{1/6}(\max X_i-\sqrt{2n}).

Asymptotic independence conjecture. For every x,yRx,y\in\mathbb{R},

limn(P[Xβ,nminx,Xβ,nmaxy]P[Xβ,nminx]P[Xβ,nmaxy])=0.\lim_{n\to\infty}\Big(\mathbb{P}[X_{\beta,n}^{\min}\le x, X_{\beta,n}^{\max}\le y]-\mathbb{P}[X_{\beta,n}^{\min}\le x]\mathbb{P}[X_{\beta,n}^{\max}\le y]\Big)=0.

This conjecture would provide the joint limit theorem for the smallest and largest eigenvalues needed to analyze the maximum absolute eigenvalue and the critical intersection problem for classical and Schatten pp-balls. The source notes that the assertion is known for β=2\beta=2, while for β{1,4}\beta\in\{1,4\} it remains open.

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Primary source

Mathias Sonnleitner and Christoph Thäle, “A note on critical intersections of classical and Schatten p-balls”, arXiv:2308.10635 (2025).

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