Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble

DOI10.1063/5.0010029MaRDI QIDQ5000211zbMATH OpenOpenAlexFDO

Authors

Publication date 9 July 2021

Published in Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2001.00171

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Selfadjoint operator theory in quantum theory, including spectral analysis (81Q10) Nonselfadjoint operator theory in quantum theory including creation and destruction operators (81Q12) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Weighted approximation (41A81)

Abstract: We study the probability that all the eigenvalues of $nimesn$ Hermitian matrices, from the Laguerre unitary ensemble with the weight $x^{gamma}mathrm{e}^{-4nx},;xin[0,infty),;gamma>-1$, lie in the interval $[0,alpha]$. By using previous results for finite $n$ obtained by the ladder operator approach of orthogonal polynomials, we derive the large $n$ asymptotics of the largest eigenvalue distribution function with $alpha$ ranging from 0 to the soft edge. In addition, at the soft edge, we compute the constant conjectured by Tracy and Widom [Commun. Math. Phys. 159 (1994), 151-174], later proved by Deift, Its and Krasovsky [Commun. Math. Phys. 278 (2008), 643-678]. Our results are reduced to those of Deift et al. when $gamma=0$.

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Cited in

(15)

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