Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble

DOI10.1063/5.0010029zbMATH Open1468.81045arXiv2001.00171OpenAlexW2997404618MaRDI QIDQ5000211FDOQ5000211

Author name not available (Why is that?)

Publication date: 9 July 2021

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

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 $gamma=0$.

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

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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)

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Cited In (11)

• Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
• On the distribution of the largest real eigenvalue for the real Ginibre ensemble
• Functional form for the leading correction to the distribution of the largest eigenvalue in the GUE and LUE
• Asymptotic mean density of sub-unitary ensembles
• Large deviation eigenvalue density for the soft edge Laguerre and Jacobi \(\beta \)-ensembles
• The generalised Dyson circular unitary ensemble: asymptotic distribution of the eigenvalues at the origin of the spectrum
• Edgeworth expansion of the largest eigenvalue distribution function of Gaussian unitary ensemble revisited
• THE DISTRIBUTION OF THE FIRST EIGENVALUE SPACING AT THE HARD EDGE OF THE LAGUERRE UNITARY ENSEMBLE
• Exact results and universal asymptotics in the Laguerre random matrix ensemble
• Perturbed Laguerre unitary ensembles, Hankel determinants, and information theory
• Title not available (Why is that?)

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