Matrix kernels for the Gaussian orthogonal and symplectic ensembles. (Q2574205)

From MaRDI portal
Revision as of 08:02, 19 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Matrix kernels for the Gaussian orthogonal and symplectic ensembles.
scientific article

    Statements

    Matrix kernels for the Gaussian orthogonal and symplectic ensembles. (English)
    0 references
    0 references
    0 references
    18 November 2005
    0 references
    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.
    0 references
    random matrices
    0 references

    Identifiers