Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble
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Publication:1047149
DOI10.1007/s10955-009-9854-6zbMath1181.82027arXiv0901.4800OpenAlexW3103396328MaRDI QIDQ1047149
Ashkan Nikeghbali, Felix Rubin, Joseph Najnudel
Publication date: 4 January 2010
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0901.4800
Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31)
Related Items (3)
Sum rules and large deviations for spectral measures on the unit circle ⋮ Ewens Measures on Compact Groups and Hypergeometric Kernels ⋮ Moments of generalized Cauchy random matrices and continuous-Hahn polynomials
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