Large deviation eigenvalue density for the soft edge Laguerre and Jacobi $\beta$-ensembles
Mathematical Physics
2015-06-16 v1 math.MP
Abstract
We analyze the eigenvalue density for the Laguerre and Jacobi -ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms , in the large deviation regime outside the limiting interval of support. As found in recent studies of the large deviation density for the Gaussian -ensemble, and Laguerre -ensemble with fixed exponent, there is a scaling from this asymptotic expansion to the right tail asymptotics for the distribution of the largest eigenvalue at the soft edge.
Keywords
Cite
@article{arxiv.1201.3055,
title = {Large deviation eigenvalue density for the soft edge Laguerre and Jacobi $\beta$-ensembles},
author = {Peter J. Forrester},
journal= {arXiv preprint arXiv:1201.3055},
year = {2015}
}
Comments
18 pages