Spiking the random matrix hard edge

DOI10.1007/s00440-016-0733-1zbMath1407.60012arXiv1506.04988OpenAlexW1848812355MaRDI QIDQ682806

Brian Rider, José A. Ramírez

Publication date: 5 February 2018

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.04988

zbMATH Keywords

limit lawcovariance type matriceslimiting smallest eigenvalue distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Random matrices (probabilistic aspects) (60B20)

Related Items (6)

Universality classes for general random matrix flows ⋮ Rank 1 perturbations in random matrix theory — A review of exact results ⋮ Universality of the stochastic Bessel operator ⋮ Operator level hard-to-soft transition for \(\beta\)-ensembles ⋮ Random entire functions from random polynomials with real zeros ⋮ The hard-to-soft edge transition: exponential moments, central limit theorems and rigidity

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