Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890): Difference between revisions

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Approximation of rectangular beta-Laguerre ensembles and large deviations
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    Approximation of rectangular beta-Laguerre ensembles and large deviations (English)
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    7 December 2015
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    Laguerre ensemble
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    Wigner ensemble
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    variation norm
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    large deviation
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    largest eigenvalue
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    smallest eigenvalue
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    empirical distribution of eigenvalues
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    Tracy-Widom distribution
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    condition number
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    quaternion Wishart matrices
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    beta-Hermite ensemble
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