Abstract
Beta Laguerre ensembles, generalizations of Wishart and Laguerre ensembles, can be realized as eigenvalues of certain random tridiagonal matrices. Analogous to the Wishart ($\beta=1$) case and the Laguerre $(\beta = 2)$ case, for fixed $\beta$, it is known that the empirical distribution of the eigenvalues of the ensembles converges weakly to Marchenko-Pastur distributions, almost surely. The paper restudies the limiting behavior of the empirical distribution but in regimes where the parameter $\beta$ is allowed to vary as a function of the matrix size $N$. We show that the above Marchenko-Pastur law holds as long as $\beta N \to \infty$. When $\beta N \to 2c \in (0, \infty)$, the limiting measure is related to associated Laguerre orthogonal polynomials. Gaussian fluctuations around the limit are also studied.
Acknowledgments
The authors would like to thank the referees for helpful comments. This work is supported by University of Science, Vietnam National University, Hanoi under project number TN.18.03 (H.D.T) and by JSPS KAKENHI Grant Number JP19K14547 (K.D.T.).
Citation
Trinh Hoang Dung. Trinh Khanh Duy. "Beta Laguerre ensembles in global regime." Osaka J. Math. 58 (2) 435 - 450, April 2021.
Information