A recursion formula for the moments of the Gaussian orthogonal ensemble
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Publication:731732
DOI10.1214/08-AIHP184zbMath1184.60003OpenAlexW2033962758MaRDI QIDQ731732
Publication date: 8 October 2009
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/78042
largest eigenvaluemap enumerationWigner semicircle lawfive-term-recurrence formula for momentsGaussian orthogonal ensemblesGaussian symplectic ensemblessmall deviation inequality
Random matrices (probabilistic aspects) (60B20) Probability distributions: general theory (60E05) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (algebraic aspects) (15B52)
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