Beta laguerre ensembles in global regime

Hoang Dung Trinh, Khanh Duy Trinh

研究成果: Article査読

4 被引用数 (Scopus)

抄録

Beta Laguerre ensembles, generalizations of Wishart and Laguerre ensembles, can be realized as eigenvalues of certain random tridiagonal matrices. Analogous to the Wishart (β = 1) case and the Laguerre (β = 2) case, for fixed β, it is known that the empirical distribution of the eigenvalues of the ensembles converges weakly to Marchenko–Pastur distributions, almost surely. The paper restudies the limiting behavior of the empirical distribution but in regimes where the parameter β is allowed to vary as a function of the matrix size N. We show that the above Marchenko–Pastur law holds as long as βN →∞.WhenβN → 2c ∈ (0, ∞), the limiting measure is related to associated Laguerre orthogonal polynomials. Gaussian fluctuations around the limit are also studied.

本文言語English
ページ(範囲)435-450
ページ数16
ジャーナルOsaka Journal of Mathematics
58
2
出版ステータスPublished - 2021

ASJC Scopus subject areas

  • 数学 (全般)

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