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Hard edge tail asymptotics

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Publication:428714
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DOI10.1214/ECP.v16-1682zbMath1244.60012arXiv1109.4121MaRDI QIDQ428714

Brian Rider, Ofer Zeitouni, José A. Ramírez

Publication date: 22 June 2012

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

Full work available at URL: https://arxiv.org/abs/1109.4121

zbMATH Keywords

random matricessmallest singular valuehard edge


Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Large deviations (60F10)


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Operator level limit of the circular Jacobi β-ensemble, The Bessel kernel determinant on large intervals and Birkhoff's ergodic theorem, Large gap asymptotics on annuli in the random normal matrix model, Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities, Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles, Limits for circular Jacobi beta-ensembles, The random matrix hard edge: rare events and a transition, Spiking the random matrix hard edge, ASYMPTOTICS OF SPACING DISTRIBUTIONS AT THE HARD EDGE FOR β-ENSEMBLES, Classical integrability for beta-ensembles and general Fokker-Planck equations, Painlevé representation of Tracy-Widom\(_\beta\) distribution for \(\beta=6\)



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