The random matrix hard edge: rare events and a transition
Probability
2017-11-22 v2 Mathematical Physics
math.MP
Abstract
We study probabilities of various rare events for the limiting point process that appears at the random matrix hard edge. We also show a transition from hard edge to bulk behavior. Asymptotic events studied include a central limit theorem and large deviation result for the number of points in a growing interval as . We study these results for the square root of the hard edge process. In this setting many of these behaviors mimic those of the Sine process.
Cite
@article{arxiv.1610.05367,
title = {The random matrix hard edge: rare events and a transition},
author = {Diane Holcomb},
journal= {arXiv preprint arXiv:1610.05367},
year = {2017}
}
Comments
20 pages, 0 figures