The largest eigenvalue distribution of the laguerre unitary ensemble
نویسندگان
چکیده
منابع مشابه
The Distribution of the First Eigenvalue Spacing at the Hard Edge of the Laguerre Unitary Ensemble
Abstract. The distribution function for the first eigenvalue spacing in the Laguerre unitary ensemble of finite rank random matrices is found in terms of a Painlevé V system, and the solution of its associated linear isomonodromic system. In particular it is characterised by the polynomial solutions to the isomonodromic equations which are also orthogonal with respect to a deformation of the La...
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ژورنال
عنوان ژورنال: Acta Mathematica Scientia
سال: 2017
ISSN: 0252-9602
DOI: 10.1016/s0252-9602(17)30013-9