Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles

DOI10.1088/1751-8113/45/14/145201zbMath1241.82007arXiv1201.3055OpenAlexW2067154073MaRDI QIDQ2881345

Peter J. Forrester

Publication date: 30 April 2012

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.3055

zbMATH Keywords

random matrixeigenvalue densityLaguerre and Jacobi \(\beta \)-ensembles

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Large deviations (60F10) Classical equilibrium statistical mechanics (general) (82B05) Random matrices (algebraic aspects) (15B52)

Related Items (8)

Optimization landscape in the simplest constrained random least-square problem ⋮ Entropy and the Shannon-McMillan-Breiman theorem for beta random matrix ensembles ⋮ Computable structural formulas for the distribution of the \(\beta\)-Jacobi edge eigenvalues ⋮ Asymptotic properties of the density of particles in \(\beta \)-ensembles ⋮ ASYMPTOTICS OF SPACING DISTRIBUTIONS AT THE HARD EDGE FOR β-ENSEMBLES ⋮ Linear differential equations for the resolvents of the classical matrix ensembles ⋮ Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport ⋮ Exact and asymptotic features of the edge density profile for the one component plasma in two dimensions

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