SearcharxivSearch

arXiv · 2601.16377

Macroscopic asymptotics in discrete beta-ensembles and random tilings

Abstract

We carry out the asymptotic analysis of repulsive ensembles of N particles which are discrete analogues of continuous 1d log-gases or beta-ensembles of random matrix theory. The ensembles that we study have several groups of particles which can have different intensities of repulsion. They appear naturally in models of random domino and lozenge tilings, random partitions, supersymmetric gauge theory, asymptotic representation theory, discrete orthogonal polynomial ensembles, etc. We allow filling fractions to be either fixed, or free, or to vary while respecting affine constraints. We are interested in the macroscopic behavior of the distribution of particles, captured by linear statistics, partition functions, and their finite-size corrections as N is large. We prove the law of large numbers and large deviations for the empirical measure around the equilibrium measure. To reach finite-size correction we assume off-criticality. For fixed filling fractions, we prove an asymptotic expansion for the partition function and for the cumulants of linear statistics, in particular establishing a central limit theorem. For varying filling fractions, we prove that the central limit theorem is perturbed by an additional discrete Gaussian component oscillating with N. We apply our general results to the study of uniformly random lozenge tilings on a large class of domains -- not necessarily planar, simply-connected, nor orientable. When the analogues of filling fractions are fixed and this domain is orientable, we show that the Gaussian fluctuations on the vertical extend to the whole liquid region and are governed there by the Gaussian free field, as predicted by the Kenyon-Okounkov conjecture. We also establish a modification of the Kenyon-Okounkov conjecture in the non-orientable case. Complementarily, we prove discrete Gaussian fluctuations for filling fractions, when they are not fixed.

Explore related subjects

Keep this discovery

BibTeXRIS

Gaëtan Borot, Vadim Gorin, Alice Guionnet. 2026-01-23. Macroscopic asymptotics in discrete beta-ensembles and random tilings. https://arxiv.org/abs/2601.16377

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR