Distribution Functions for Random Variables for Ensembles of positive Hermitian Matrices
Functional Analysis
2009-11-07 v1 Mathematical Physics
math.MP
Abstract
Distribution functions for random variables that depend on a parameter are computed asymptotically for ensembles of positive Hermitian matrices. The inverse Fourier transform of the distribution is shown to be a Fredholm determinant of a certain operator that is an analogue of a Wiener-Hopf operator. The asymptotic formula shows that up to the terms of order , the distributions are Gaussian.
Cite
@article{arxiv.math/0107154,
title = {Distribution Functions for Random Variables for Ensembles of positive Hermitian Matrices},
author = {Estelle L. Basor},
journal= {arXiv preprint arXiv:math/0107154},
year = {2009}
}