Bulk scaling limit of the Laguerre ensemble
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Publication:638388
DOI10.1214/EJP.v16-854zbMath1225.60015arXiv1006.1370OpenAlexW2117784180MaRDI QIDQ638388
Stephanie S. M. Jacquot, Benedek Valkó
Publication date: 9 September 2011
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1006.1370
Random matrices (probabilistic aspects) (60B20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Hermitian and non-Hermitian perturbations of chiral Gaussian β-ensembles ⋮ Edge scaling of the \(\beta\)-Jacobi ensemble ⋮ The Bessel line ensemble ⋮ Asymptotics for products of characteristic polynomials in classical \(\beta\)-ensembles ⋮ The random matrix hard edge: rare events and a transition ⋮ Operator level hard-to-soft transition for \(\beta\)-ensembles ⋮ Beta Laguerre ensembles in global regime ⋮ Edge of spiked beta ensembles, stochastic Airy semigroups and reflected Brownian motions
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