Distribution functions for random variables for ensembles of positive Hermitian matrices

DOI10.1007/S002200050167zbMath0905.47016arXivmath/0107154OpenAlexW2059469840MaRDI QIDQ1379539

Estelle L. Basor

Publication date: 3 February 1999

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0107154

zbMATH Keywords

Fredholm determinantWiener-Hopf operatorinverse Fourier transformpositive Hermitian matricesdistribution functions for random variables

Mathematics Subject Classification ID

Linear operators belonging to operator ideals (nuclear, (p)-summing, in the Schatten-von Neumann classes, etc.) (47B10) Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35)

Related Items (16)

The central limit theorem for local linear statistics in classical compact groups and related combinatorial identities ⋮ Gaussian limit for determinantal random point fields. ⋮ Limiting laws of linear eigenvalue statistics for Hermitian matrix models ⋮ Patterns in eigenvalues: the 70th Josiah Willard Gibbs lecture ⋮ Linear statistics of matrix ensembles in classical background ⋮ Global and local scaling limits for linear eigenvalue statistics of Jacobi \(\beta\)-ensembles ⋮ Gaussian limit for determinantal point processes with \(J\)-Hermitian kernels ⋮ Universal terms in the overlap of the ground state of the spin-1/2 XXZ chain with the Néel state ⋮ Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight ⋮ Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel ⋮ On determinant expansions for Hankel operators ⋮ Determinants of Hankel matrices ⋮ Deviations from the circular law ⋮ Perturbed Hankel determinant, correlation functions and Painlevé equations ⋮ Finite-\(N\) fluctuation formulas for random matrices ⋮ On the distribution of the largest eigenvalue in principal components analysis

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