Exact results and universal asymptotics in the Laguerre random matrix ensemble

DOI10.1063/1.530883zbMath0807.60029OpenAlexW2078644713MaRDI QIDQ4314236

Peter J. Forrester

Publication date: 28 February 1995

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

Full work available at URL: https://doi.org/10.1063/1.530883

zbMATH Keywords

asymptotic formulasLaguerre random matrix ensemblegeneralized hypergeometric functions

Mathematics Subject Classification ID

Distribution theory (60E99)

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Cites Work

• Bessel functions of matrix argument
• The distribution and moments of the smallest eigenvalue of a random matrix of Wishart type
• Latent roots and matrix variates: a review of some asymptotic results
• Some combinatorial properties of Jack symmetric functions
• The spectrum edge of random matrix ensembles.
• Selberg Integrals and Hypergeometric Functions Associated with Jack Polynomials
• Eigenvalues and Condition Numbers of Random Matrices
• A Class of Generalized Hypergeometric Functions in Several Variables
• Nonuniversal correlations for random matrix ensembles
• Laguerre ensembles of random matrices: Nonuniversal correlation functions
• An Asymptotic Expansion for the Noncentral Wishart Distribution

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