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)

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