Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles

DOI10.1007/S00365-013-9206-2zbMath1311.15033arXiv1112.1119OpenAlexW3101755693MaRDI QIDQ485304

Dang-Zheng Liu, Patrick Desrosiers

Publication date: 9 January 2015

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.1119

zbMATH Keywords

eigenvaluerandom matricesJack polynomialssteepest descent method\(\beta\)-ensemblesmultivariate Airy fuinctionmultivariate Bessel functionmultivariate hypergeometric functions

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Symmetric functions and generalizations (05E05) Eigenvalues, singular values, and eigenvectors (15A18) Other hypergeometric functions and integrals in several variables (33C70) Random matrices (algebraic aspects) (15B52)

Related Items (10)

Special function solutions of Painlevé equations: theory, asymptotics and applications ⋮ Universality for multiplicative statistics of Hermitian random matrices and the integro-differential Painlevé II equation ⋮ Universality of the matrix Airy and Bessel functions at spectral edges of unitary ensembles ⋮ Characteristic polynomials of random truncations: Moments, duality and asymptotics ⋮ Limits for circular Jacobi beta-ensembles ⋮ Loop equation analysis of the circular \(\beta\) ensembles ⋮ Recursion for the smallest eigenvalue density of \(\beta \)-Wishart-Laguerre ensemble ⋮ Phase transitions for products of characteristic polynomials under Dyson Brownian motion ⋮ Densities of the extreme eigenvalues of Beta–MANOVA matrices ⋮ The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix

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