On the largest eigenvalue of products from the β-Laguerre ensemble

DOI10.1142/S2010326314500087zbMath1315.60006arXiv1301.5918MaRDI QIDQ3191252

Zachary A. Gelbaum

Publication date: 1 October 2014

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

Full work available at URL: https://arxiv.org/abs/1301.5918

zbMATH Keywords

\(\beta\)-ensemblesTracy-Widom law

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

Cites Work

• Products of independent non-Hermitian random matrices
• On the spectrum of sum and product of non-Hermitian random matrices
• On limit theorem for the eigenvalues of product of two random matrices
• Large dimension forecasting models and random singular value spectra
• Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• Matrix models for beta ensembles

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