Precise asymptotics for beta ensembles

DOI10.1007/S13226-013-0020-0zbMATH Open1276.15020OpenAlexW2086765642MaRDI QIDQ358970FDOQ358970

Authors: Xingyuan Zeng, Zhenting Hou 

Publication date: 9 August 2013

Published in: Indian Journal of Pure \& Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13226-013-0020-0

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zbMATH Keywords

general \(\beta\) Tracy-Widom lawrandom matricesLaguerre unitary ensembleGaussian unitary ensemble\(\beta\)-ensemblesextremal eigenvaluessmall deviation inequalities

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

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Cited In (19)

• A result on precise asymptotics for largest eigenvalues of \(\beta\) ensembles
• A general form on precise asymptotics for the largest eigenvalue of a \(\beta\)-Hermite random matrix
• Hard edge tail asymptotics
• Small deviations for beta ensembles
• The moment convergence rates for largest eigenvalues of \(\beta\) ensembles
• Spectral density asymptotics for Gaussian and Laguerre \(\beta \)-ensembles in the exponentially small region
• Strong approximation of Gaussian \(\beta\) ensemble characteristic polynomials: the hyperbolic regime
• Moderate deviation principles for eigenvalues of \(\beta\)-Hermite and \(\beta\)-Laguerre ensembles with \(\beta \to \infty\)
• Near-extreme eigenvalues in the beta-ensembles
• Uniform point variance bounds in classical beta ensembles
• The fixed-trace β-Hermite ensemble of random matrices and the low temperature distribution of the determinant of anN×Nβ-Hermite matrix
• Beta ensembles, stochastic Airy spectrum, and a diffusion
• On the largest eigenvalue of products from the \(\beta\)-Laguerre ensemble
• CLT for fluctuations of \(\beta \)-ensembles with general potential
• Gaussian asymptotics of discrete \(\beta \)-ensembles
• Asymptotics of spacing distributions at the hard edge for \(\beta\)-ensembles
• Title not available (Why is that?)
• Eigenvalues of Hermite and Laguerre ensembles: large beta asymptotics
• Tail asymptotics under beta random scaling

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