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2011 Bulk Scaling Limit of the Laguerre Ensemble
Stephanie Jacquot, Benedek Valko
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Electron. J. Probab. 16: 314-346 (2011). DOI: 10.1214/EJP.v16-854

Abstract

We consider the $\beta$-Laguerre ensemble, a family of distributions generalizing the joint eigenvalue distribution of the Wishart random matrices. We show that the bulk scaling limit of these ensembles exists for all $\beta>0$ for a general family of parameters and it is the same as the bulk scaling limit of the corresponding $\beta$-Hermite ensemble.

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Stephanie Jacquot. Benedek Valko. "Bulk Scaling Limit of the Laguerre Ensemble." Electron. J. Probab. 16 314 - 346, 2011. https://doi.org/10.1214/EJP.v16-854

Information

Accepted: 6 February 2011; Published: 2011
First available in Project Euclid: 1 June 2016

zbMATH: 1225.60015
MathSciNet: MR2771139
Digital Object Identifier: 10.1214/EJP.v16-854

Subjects:
Primary: 60B20
Secondary: 60G55, 60H10

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