On the Largest Eigenvalue of Products from the \beta-Laguerre Ensemble
Probability
2013-01-28 v1
Abstract
We determine the limiting distribution of the largest eigenvalue of products from the -Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter depending on the ratio of the parameters of the two matrices involved.
Keywords
Cite
@article{arxiv.1301.5918,
title = {On the Largest Eigenvalue of Products from the \beta-Laguerre Ensemble},
author = {Zachary Gelbaum},
journal= {arXiv preprint arXiv:1301.5918},
year = {2013}
}