منابع مشابه
Diffusion at the random matrix hard edge
We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the “beta ensembles”) are described by the spectrum of a random diffusion generator. By a Riccati transformation, we obtain a second diffusion description of the limiting eigenvalues in terms of hitting laws. This picture pertains to the so-called hard edge of random...
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We describe the spectral statistics of the first finite number of eigenvalues in a newly-forming band on the hardedge of the spectrum of a random Hermitean matrix model. It is found that in a suitable scaling regime, they are described by the same spectral statistics of a finite-size Laguerre-type matrix model. The method is rigorously based on the Riemann-Hilbert analysis of the corresponding ...
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Unitary random matrix ensembles Z n,N (detM) α exp(−N TrV (M)) dM defined on positive definite matrices M , where α > −1 and V is real analytic, have a hard edge at 0. The equilibrium measure associated with V typically vanishes like a square root at soft edges of the spectrum. For the case that the equilibrium measure vanishes like a square root at 0, we determine the scaling limits of the eig...
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Inter-relations between random matrix ensembles with different symmetry types provide inter-relations between generating functions for the gap probabilites at the spectrum edge. Combining these in the scaled limit with the exact evaluation of the gap probabilities for certain superimposed ensembles with orthogonal symmetry allows for the exact evaluation of the gap probabilities at the hard and...
متن کاملLarge gap asymptotics at the hard edge for product random matrices and Muttalib-Borodin ensembles
We study the distribution of the smallest eigenvalue for certain classes of positive-definite Hermitian random matrices, in the limit where the size of the matrices becomes large. Their limit distributions can be expressed as Fredholm determinants of integral operators associated to kernels built out of Meijer G-functions or Wright’s generalized Bessel functions. They generalize in a natural wa...
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ژورنال
عنوان ژورنال: Communications in Mathematical Physics
سال: 2009
ISSN: 0010-3616,1432-0916
DOI: 10.1007/s00220-008-0712-1