Hard edge tail asymptotics
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Abstract: Let be the limiting smallest eigenvalue in the general (�eta, a)-Laguerre ensemble of random matrix theory. Here �eta>0, a >-1; for �eta=1,2,4 and integer a, this object governs the singular values of certain rank n Gaussian matrices. We prove that P(Lambda > lambda) = e^{- (�eta/2) lambda + 2 gamma lambda^{1/2}} lambda^{- (gamma(gamma+1))/(2�eta) + gamma/4} E (�eta, a) (1+o(1)) as lambda goes to infinity, in which gamma = (�eta/2) (a+1)-1 and E(�eta, a) is a constant (which we do not determine). This estimate complements/extends various results previously available for special values of �eta and a.
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