Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge

DOI10.1214/15-EJP4441zbMath1336.15016arXiv1507.06013OpenAlexW1006202995MaRDI QIDQ287680

Walid Hachem, Jamal Najim, Adrien Hardy

Publication date: 23 May 2016

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.06013

zbMATH Keywords

Bessel kernellarge random matricesWishart matrixPearcey kernel

Mathematics Subject Classification ID

Strong limit theorems (60F15) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Related Items (16)

On the deformed Pearcey determinant ⋮ Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices ⋮ Edge universality for non-Hermitian random matrices ⋮ Asymptotics of Fredholm determinant associated with the Pearcey kernel ⋮ Gap probability for the hard edge Pearcey process ⋮ Upper bounds for the maximum deviation of the Pearcey process ⋮ Cusp universality for random matrices. I: Local law and the complex Hermitian case ⋮ On the generating function of the Pearcey process ⋮ ASYMPTOTIC AND CONVERGENT EXPANSIONS FOR SOLUTIONS OF THIRD-ORDER LINEAR DIFFERENTIAL EQUATIONS WITH A LARGE PARAMETER ⋮ Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble ⋮ Nonintersecting Brownian bridges between reflecting or absorbing walls ⋮ Eigenstate thermalization hypothesis for Wigner matrices ⋮ A Survey on the Eigenvalues Local Behavior of Large Complex Correlated Wishart Matrices ⋮ Hard-edge asymptotics of the Jacobi growth process ⋮ The two-periodic Aztec diamond and matrix valued orthogonal polynomials ⋮ Large complex correlated Wishart matrices: fluctuations and asymptotic independence at the edges

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