A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge
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Publication:303977
DOI10.1214/15-AAP1121zbMath1345.60011arXiv1504.00235MaRDI QIDQ303977
Publication date: 23 August 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.00235
Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)
Related Items (8)
Beyond universality in random matrix theory ⋮ Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices ⋮ Extreme eigenvalue distributions of Jacobi ensembles: new exact representations, asymptotics and finite size corrections ⋮ Asymptotic expansions relating to the distribution of the length of longest increasing subsequences ⋮ Smallest eigenvalue density for regular or fixed-trace complex Wishart–Laguerre ensemble and entanglement in coupled kicked tops ⋮ Optimal soft edge scaling variables for the Gaussian and Laguerre even \(\beta\) ensembles ⋮ Asymptotic correlations with corrections for the circular Jacobi \(\beta\)-ensemble ⋮ Finite N corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
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- The spectrum edge of random matrix ensembles.
- Sulle funzioni ipergeometriche confluenti
- Edgeworth expansion of the largest eigenvalue distribution function of GUE and LUE
- An Introduction to Random Matrices
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