Soft edge limit of the Laguerre beta-ensemble at the lower edge

Abstract

We show that the lower edge of the appropriately scaled size $n$ Laguerre beta-ensemble with parameter $a=a_n$ converges to the $\operatorname{Airy}_β$ process as $n\to \infty$ when $a_n\to \infty$ and $\tfrac{a_n}{n}\to 0$. This completes the picture of the possible edge scaling limits of the Laguerre beta-ensemble with a fixed $β>0$. When $a_n\gg (\log \log n)^3$ our proof establishes operator level convergence of the inverse of the scaled Dumitriu-Edelman tridiagonal matrix to the inverse of the stochastic Airy operator. Our methods allow us to prove similar operator level limits for the known soft edge scaling limits of the Laguerre and Gaussian beta-ensembles. For $a_n\le (\log n)^{1/2}$ we give a different argument that relies on coupling and a result of Dumaz-Li-Valko for the transition between the hard and soft edge limits of the Laguerre beta-ensemble.