Abstract
The classical universality theorem states that the Christoffel–Darboux kernel of the Hermite polynomials scaled by a factor of \(1/\sqrt n\) tends to the sine kernel in local variables \(\tilde x,\tilde y\) in a neighborhood of a point \(x^*\in(-\sqrt 2,\sqrt 2)\)). This classical result is well known for \(\tilde x,\tilde y\in{K}\Subset\mathbb{R}\). In this paper, we show that this classical result remains valid for expanding compact sets K = K(n). An interesting phenomenon of admissible dependence of the expansion rate of compact sets K(n) on x* is established. For \(x^*\in(-\sqrt 2,\sqrt 2)\backslash\left\{0\right\}\)) and for x* = 0, there are different growth regimes of compact sets K(n). A transient regime is found.
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Original Russian Text © M.A. Lapik, D.N. Tulyakov, 2018, published in Trudy Matematicheskogo Instituta imeni V.A. Steklova, 2018, Vol. 301, pp. 182–191.
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Lapik, M.A., Tulyakov, D.N. On Expanding Neighborhoods of Local Universality of Gaussian Unitary Ensembles. Proc. Steklov Inst. Math. 301, 170–179 (2018). https://doi.org/10.1134/S0081543818040132
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DOI: https://doi.org/10.1134/S0081543818040132