Linear statistics of matrix ensembles in classical background

DOI10.1002/mma.3824zbMath1370.15034arXiv1506.07473OpenAlexW2237896717MaRDI QIDQ3188532

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Publication date: 11 August 2016

Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.07473

zbMATH Keywords

asymptoticsorthogonal polynomialsrandom matricesmoment-generating functiongamma distributionlinear spectral statisticsorthogonal ensembles

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Random matrices (algebraic aspects) (15B52)

Related Items (6)

Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions ⋮ Global and local scaling limits for linear eigenvalue statistics of Jacobi \(\beta\)-ensembles ⋮ Painlevé transcendents and the Hankel determinants generated by a discontinuous Gaussian weight ⋮ Tracy-Widom distributions for the Gaussian orthogonal and symplectic ensembles revisited: a skew-orthogonal polynomials approach ⋮ Linear statistics of random matrix ensembles at the spectrum edge associated with the Airy kernel ⋮ On fluctuations of global and mesoscopic linear statistics of generalized Wigner matrices

Cites Work

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• Distribution functions for random variables for ensembles of positive Hermitian matrices
• Classical skew orthogonal polynomials and random matrices
• Correlation functions, cluster functions, and spacing distributions for random matrices
• On the relation between orthogonal, symplectic and unitary matrix ensembles
• On orthogonal and symplectic matrix ensembles
• Variance calculations and the Bessel kernel
• Application of Random Matrix Theory to Multivariate Statistics
• Dynamics of One-Dimensional Quantum Systems
• Determinants of Hankel matrices

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