Rate of convergence at the hard edge for various Pólya ensembles of positive definite matrices
From MaRDI portal
Publication:5078303
DOI10.1080/10652469.2021.1952200zbMath1490.15052arXiv2008.01319OpenAlexW3179472173MaRDI QIDQ5078303
Shi-Hao Li, Peter J. Forrester
Publication date: 23 May 2022
Published in: Integral Transforms and Special Functions (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.01319
Random matrices (probabilistic aspects) (60B20) Determinants, permanents, traces, other special matrix functions (15A15) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Other functions defined by series and integrals (33E20) Random matrices (algebraic aspects) (15B52)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large complex correlated Wishart matrices: the Pearcey kernel and expansion at the hard edge
- Beyond universality in random matrix theory
- A note on the expansion of the smallest eigenvalue distribution of the LUE at the hard edge
- Singular values of products of Ginibre random matrices, multiple orthogonal polynomials and hard edge scaling limits
- Local universality in biorthogonal Laguerre ensembles
- Biorthogonal ensembles
- Selberg integral theory and Muttalib-Borodin ensembles
- Products of random matrices from polynomial ensembles
- Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble
- Extreme eigenvalue distributions of Jacobi ensembles: new exact representations, asymptotics and finite size corrections
- Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
- Muttalib-Borodin ensembles in random matrix theory -- realisations and correlation functions
- Cauchy-Laguerre two-matrix model and the Meijer-\(G\) random point field
- Biorthogonal polynomials suggested by the Laguerre polynomials
- The asymptotic expansion of a ratio of gamma functions
- Polynomial ensembles and Pólya frequency functions
- Finite N corrections to the limiting distribution of the smallest eigenvalue of Wishart complex matrices
- Singular values of products of random matrices and polynomial ensembles
- Exact relation between singular value and eigenvalue statistics
- Eigenvalue statistics for product complex Wishart matrices
- Fox H-kernel and θ-deformation of the Cauchy Two-Matrix Model and Bures Ensemble
- Singular Value Statistics of Matrix Products with Truncated Unitary Matrices
- Finite‐size corrections at the hard edge for the Laguerre β ensemble
- Singular value correlation functions for products of Wishart random matrices
- Recursion scheme for the largest $\beta$ -Wishart–Laguerre eigenvalue and Landauer conductance in quantum transport
- The Cauchy two-matrix model
- Relating the Bures measure to the Cauchy two-matrix model
