Matrix kernels for the Gaussian orthogonal and symplectic ensembles. (Q2574205): Difference between revisions

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Property / DOI: 10.5802/aif.2158 / rank
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Property / reviewed by: Utkir A. Rozikov / rank
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Property / cites work: Polynuclear growth on a flat substrate and edge scaling of GOE eigenvalues / rank
 
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Property / cites work: On orthogonal and symplectic matrix ensembles / rank
 
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Latest revision as of 08:02, 19 December 2024

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Matrix kernels for the Gaussian orthogonal and symplectic ensembles.
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    Matrix kernels for the Gaussian orthogonal and symplectic ensembles. (English)
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    18 November 2005
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    The edge scaling of the largest eigenvalue for the Gaussian orthogonal ensemble (GOE) and the Gaussian symplectic ensemble (GSE) are considered. The edge-scalled kernels are already known, but limit theorems in the operator norms that give convergence of the determinats are not. For GSE convergence in trace norm to a limiting operator is established. For GOE using weighted Hilbert spaces and an extension of the determinant involving the regularized 2-determinant and convergence to operator \(K_{\text{GOE}}\) in a combination of Hilbert-Schmidt and trace norms, the convergence of the determinants is proved.
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    random matrices
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