Differential operators and spectral distributions of invariant ensembles from the classical orthogonal polynomials. {T}he continuous case

DOI10.1214/EJP.v9-191zbMath1073.60037MaRDI QIDQ1767521

Michel Ledoux

Publication date: 8 March 2005

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/125204

zbMATH Keywords

arcsine lawcomplex random matrixGaussian, Laguerre, and Jacobi unitary ensemblesMarkov diffusion operatorsTrace-Widom asymptotics

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Diffusion processes (60J60) Stochastic methods applied to problems in equilibrium statistical mechanics (82B31) Limit theorems in probability theory (60F99) Hypergeometric functions (33C99)

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