Published April 13, 2012
| Version v1
Journal article
Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles
Creators
- 1. Department of Mathematics and Statistics, University of Melbourne, Victoria 3010 (Australia)
Description
We analyze the eigenvalue density for the Laguerre and Jacobi β-ensembles in the cases that the corresponding exponents are extensive. In particular, we obtain the asymptotic expansion up to terms o(1), in the large deviation regime outside the limiting interval of support. As found in recent studies of the large deviation density for the Gaussian β-ensemble, and Laguerre β-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. (paper)
Availability note (English)
Available from http://dx.doi.org/10.1088/1751-8113/45/14/145201Additional details
Identifiers
Publishing Information
- Journal Title
- Journal of Physics. A, Mathematical and Theoretical (Online)
- Journal Volume
- 45
- Journal Issue
- 14
- Journal Page Range
- [15 p.]
- ISSN
- 1751-8121
INIS
- Country of Publication
- United Kingdom
- Country of Input or Organization
- International Atomic Energy Agency (IAEA)
- INIS RN
- 43092855
- Subject category
- S97: MATHEMATICAL METHODS AND COMPUTING;
- Descriptors DEI
- ASYMPTOTIC SOLUTIONS; DENSITY; EIGENVALUES; JACOBIAN FUNCTION; LAGUERRE POLYNOMIALS
- Descriptors DEC
- FUNCTIONS; MATHEMATICAL SOLUTIONS; PHYSICAL PROPERTIES; POLYNOMIALS