Beta Laguerre ensembles in global regime

zbMath1470.60010arXiv1907.12267MaRDI QIDQ2046778

Trinh Hoang Dung, Trinh Khanh Duy

Publication date: 19 August 2021

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.12267

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18)

Related Items (9)

On the mean density of states of some matrices related to the beta ensembles and an application to the Toda lattice ⋮ Matrix addition and the Dunkl transform at high temperature ⋮ Generalized Gibbs ensemble of the Ablowitz-Ladik lattice, circular \(\beta\)-ensemble and double confluent Heun equation ⋮ Limit theorems and large deviations for \(\beta\)-Jacobi ensembles at scaling temperatures ⋮ Unified limits and large deviation principles for \(\beta\)-Laguerre ensembles in global regime ⋮ Limit theorems for moment processes of beta Dyson’s Brownian motions and beta Laguerre processes ⋮ Beta Jacobi ensembles and associated Jacobi polynomials ⋮ Dyson’s disordered linear chain from a random matrix theory viewpoint ⋮ The classical β-ensembles with β proportional to 1/N: From loop equations to Dyson’s disordered chain

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• Global spectrum fluctuations for the β-Hermite and β-Laguerre ensembles via matrix models
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• Invariant β-Wishart ensembles, crossover densities and asymptotic corrections to the Marčenko–Pastur law

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