grandes-ecoles 2025 Q44

grandes-ecoles · France · centrale-maths2__official Proof Computation of a Limit, Value, or Explicit Formula
In this subsection, we still assume that $J_n = J_n^{(\mathrm{C})}$. Moreover, we assume that $\beta = 1$ and $h = 0$.
We denote $Z_\infty = \int_{-\infty}^{+\infty} \exp\left(-\frac{x^4}{12}\right) \mathrm{d}x$ and we consider the function $$\varphi_\infty : x \longmapsto \frac{1}{Z_\infty} \exp\left(-\frac{x^4}{12}\right).$$
Show finally that $$\mathbb{P}\left(n^{1/4} M_n \leqslant x\right) \underset{n \rightarrow +\infty}{\longrightarrow} \int_{-\infty}^{x} \varphi_\infty(u) \mathrm{d}u$$
In this subsection, we still assume that $J_n = J_n^{(\mathrm{C})}$. Moreover, we assume that $\beta = 1$ and $h = 0$.

We denote $Z_\infty = \int_{-\infty}^{+\infty} \exp\left(-\frac{x^4}{12}\right) \mathrm{d}x$ and we consider the function
$$\varphi_\infty : x \longmapsto \frac{1}{Z_\infty} \exp\left(-\frac{x^4}{12}\right).$$

Show finally that
$$\mathbb{P}\left(n^{1/4} M_n \leqslant x\right) \underset{n \rightarrow +\infty}{\longrightarrow} \int_{-\infty}^{x} \varphi_\infty(u) \mathrm{d}u$$