Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials

DOI10.1006/JATH.2002.3725MaRDI QIDQ1680864zbMATH OpenOpenAlexFDO

Authors Holger Dette

Publication date 17 November 2017

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/5261

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Strong limit theorems (60F15) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44)

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Cited in

(6)

• Wigner matrices, the moments of roots of Hermite polynomials and the semicircle law
• Orthogonal polynomials and fluctuations of random matrices
• Semicircle law of Tyler's \(M\)-estimator for scatter
• On the moments of roots of Laguerre-polynomials and the Marchenko-Pastur law
• Uniform approximation of eigenvalues in Laguerre and Hermite 𝛽-ensembles by roots of orthogonal polynomials
• Kerov's interlacing sequences and random matrices

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