THE DISTRIBUTION OF THE FIRST EIGENVALUE SPACING AT THE HARD EDGE OF THE LAGUERRE UNITARY ENSEMBLE

DOI10.2206/kyushujm.61.457zbMath1145.15014arXiv0704.1926OpenAlexW2963273236MaRDI QIDQ5449389

Peter J. Forrester, Nicholas S. Witte

Publication date: 11 March 2008

Published in: Kyushu Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0704.1926

zbMATH Keywords

eigenvalue distribution random matrices Painlevé equations isomonodromic deformations Laguerre unitary ensemble deformed Laguerre orthogonal polynomials

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Orthogonal functions and polynomials, general theory of nontrigonometric harmonic analysis (42C05) Random matrices (algebraic aspects) (15B52) Painlevé-type functions (33E17)

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