Approximation of rectangular beta-Laguerre ensembles and large deviations (Q895890)
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scientific article
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| English | Approximation of rectangular beta-Laguerre ensembles and large deviations |
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Approximation of rectangular beta-Laguerre ensembles and large deviations (English)
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7 December 2015
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Laguerre ensemble
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Wigner ensemble
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variation norm
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large deviation
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largest eigenvalue
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smallest eigenvalue
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empirical distribution of eigenvalues
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Tracy-Widom distribution
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condition number
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quaternion Wishart matrices
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beta-Hermite ensemble
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0.86589426
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0.84495586
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0.84322745
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0.84218717
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0.8280606
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0.81623155
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0.80926216
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0.7980224
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