PROBABILITY DENSITIES AND DISTRIBUTIONS FOR SPIKED AND GENERAL VARIANCE WISHART β-ENSEMBLES

DOI10.1142/S2010326313500111zbMath1281.15042arXiv1101.2261MaRDI QIDQ2871283

Peter J. Forrester

Publication date: 22 January 2014

Published in: Random Matrices: Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.2261

zbMATH Keywords

random matrixlargest eigenvalueJack polynomials\(\beta\)-ensemblesWishart ensemblesquaternion Wishart matrixspiked variance

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17)

Related Items

Rank 1 real Wishart spiked model, Limits of spiked random matrices. II, Eigenvalue distributions of beta-Wishart matrices, The largest eigenvalue of real symmetric, Hermitian and Hermitian self-dual random matrix models with rank one external source. I, Rank 1 perturbations in random matrix theory — A review of exact results, On estimation in the reduced-rank regression with a large number of responses and predictors, Limits for circular Jacobi beta-ensembles, Spiking the random matrix hard edge, Extremes of \(N\) vicious walkers for large \(N\): application to the directed polymer and KPZ interfaces, Phase transitions for products of characteristic polynomials under Dyson Brownian motion, The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix, Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models, Painlevé II in random matrix theory and related fields

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