Published April 13, 2012 | Version v1
Journal article

Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles

  • 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/10.1088/1751-8113/45/14/145201

Additional details

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