Almost sure weak convergence for the circular ensembles of Dyson

Author: Blower* Gordon  

Publisher: Taylor & Francis Ltd

ISSN: 1045-1129

Source: Stochastics and Stochastics Reports, Vol.75, Iss.6, 2003-12, pp. : 425-433

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Abstract

The circular ensembles of Dyson satisfy isoperimetric inequalities and concentration of measure phenomena for large particle numbers analogous to the isoperimetric inequality for surface measure on the sphere in Euclidean space of high dimension. This leads to a geometrical proof of a result of Johansson [Bull. Sci. Math. (2) 112, (1988), 257-304] that the empirical distribution of energy levels under such ensembles converge weakly almost surely to normalized arclength on the unit circle as n→∞.