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

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.