Universality for orthogonal and symplectic Laguerre-type ensembles

DOI10.1007/S10955-007-9325-XzbMath1136.15014arXivmath-ph/0612007OpenAlexW3099883275MaRDI QIDQ2473342

Thomas Kriecherbauer, Dimitri Gioev, M. Vanlessen, Percy A. Deift

Publication date: 27 February 2008

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math-ph/0612007

zbMATH Keywords

Hermitian matricesuniversalityrandom matrix theorybulkhard edgesoft edgelocal eigenvalue statisticsorthogonal polynomial methodinvariant matrix ensemblesLaguerre-type ensemblesmatrix probability lawsorthogonal and symplectic ensembles

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Random matrices (algebraic aspects) (15B52) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (16)

Rank 1 real Wishart spiked model ⋮ Edge universality for orthogonal ensembles of random matrices ⋮ Correlation kernels for discrete symplectic and orthogonal ensembles ⋮ Diffusion at the random matrix hard edge ⋮ Convergence rate to the Tracy-Widom laws for the largest eigenvalue of sample covariance matrices ⋮ Spacings in orthogonal and symplectic random matrix ensembles ⋮ Gaussian multiplicative chaos for Gaussian orthogonal and symplectic ensembles ⋮ Quantitative Tracy-Widom laws for the largest eigenvalue of generalized Wigner matrices ⋮ Orthogonal and symplectic matrix models: universality and other properties ⋮ Edge universality of beta ensembles ⋮ A Riemann-Hilbert approach to skew-orthogonal polynomials of symplectic type ⋮ On the proof of universality for orthogonal and symplectic ensembles in random matrix theory ⋮ Change of variables as a method to study general β-models: Bulk universality ⋮ Universality of the stochastic Bessel operator ⋮ On universality for orthogonal ensembles of random matrices ⋮ Multivariate analysis and Jacobi ensembles: largest eigenvalue, Tracy-Widom limits and rates of convergence

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