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The smallest eigenvalue distribution in the real Wishart–Laguerre ensemble with even topology - MaRDI portal

The smallest eigenvalue distribution in the real Wishart–Laguerre ensemble with even topology (Q5261654)

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scientific article; zbMATH DE number 6455839
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The smallest eigenvalue distribution in the real Wishart–Laguerre ensemble with even topology
scientific article; zbMATH DE number 6455839

    Statements

    The smallest eigenvalue distribution in the real Wishart–Laguerre ensemble with even topology (English)
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    6 July 2015
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    real Wishart matrices
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    gap probability
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    smallest eigenvalue distribution
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    skew-orthogonal polynomials
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    bosonisation
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    hard edge scaling limit
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    characteristic polynomials of half-integer power
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    rectangular random matrices
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    real Wishart-Laguerre ensemble
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    chiral Gaussian orthogonal ensemble
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    time series analysis
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    Pfaffian determinants
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    numerical simulation
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