The largest eigenvalue distribution of the Laguerre unitary ensemble

DOI10.1016/S0252-9602(17)30013-9zbMATH Open1389.33006arXiv1511.00795OpenAlexW2963102633MaRDI QIDQ681014FDOQ681014

Authors: Yang Chen, Shu-Lin Lyu 

Publication date: 29 January 2018

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Abstract: We study the probability that all eigenvalues of the Laguerre unitary ensemble of n by n matrices are between 0 and t, i.e., the largest eigenvalue distribution. Associated with this probability, in the ladder operator approach for orthogonal polynomials, there are recurrence coefficients, namely {alpha}n(t) and �{eta}n(t), as well as three auxiliary quantities, denoted by rn(t), Rn(t) and sigma n(t). We establish the second order differential equations for both beta n(t) and rn(t). By investigating the soft edge scaling limit when alpha = O(n) as n ! 1 or alpha is finite, we derive a PII , the sigma-form, and the asymptotic solution of the probability. In addition, we develop differential equations for orthogonal polynomials Pn(z) corresponding to the largest eigenvalue distribution of LUE and GUE with n finite or large. For large n, asymptotic formulas are given near the singular points of the ODE. Moreover, we are able to deduce a particular case of Chazy equation for rho(t) = d/dt(capsigma(t) with capsigma(t) satisfying the sigma-form of PIV or PV . 1 I

Full work available at URL: https://arxiv.org/abs/1511.00795

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zbMATH Keywords

differential equationsorthogonal polynomialsPainlevé equations

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Painlevé and other special ordinary differential equations in the complex domain; classification, hierarchies (34M55)

Cited In (17)

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• Painlevé V and the Hankel determinant for a singularly perturbed Jacobi weight
• Quantifying dip-ramp-plateau for the Laguerre unitary ensemble structure function
• Center of mass distribution of the Jacobi unitary ensembles: Painlevé V, asymptotic expansions
• 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
• Exceptional solutions to the Painlevé VI equation associated with the generalized Jacobi weight
• Orthogonal polynomials, asymptotics, and Heun equations
• Painlevé IV, Chazy II, and asymptotics for recurrence coefficients of semi‐classical Laguerre polynomials and their Hankel determinants
• 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
• Gap probabilities in the Laguerre unitary ensemble and discrete Painlevé equations
• On the ratio probability of the smallest eigenvalues in the Laguerre unitary ensemble
• Painlevé V, Painlevé XXXIV and the degenerate Laguerre unitary ensemble
• Painlevé IV, \(\sigma \)-form, and the deformed Hermite unitary ensembles
• On differential systems related to generalized Meixner and deformed Laguerre orthogonal polynomials
• Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble

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