Bulk scaling limit of the Laguerre ensemble
Probability
2010-06-09 v1
Abstract
We consider the beta-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all beta>0 for a general family of parameters and it is the same as the bulk scaling limit of the corresponding beta-Hermite ensemble.
Keywords
Cite
@article{arxiv.1006.1370,
title = {Bulk scaling limit of the Laguerre ensemble},
author = {Stéphanie Jacquot and Benedek Valkó},
journal= {arXiv preprint arXiv:1006.1370},
year = {2010}
}
Comments
36 pages