BETA LAGUERRE ENSEMBLES IN GLOBAL REGIME

DOI IR HANDLE Open Access

Search this article

Abstract

Beta Laguerre ensembles, generalizations of Wishart and Laguerre ensembles, can be realized as eigenvalues of certain random tridiagonal matrices. Analogous to the Wishart (β = 1) case and the Laguerre (β = 2) case, for fixed β, 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 β is allowed to vary as a function of the matrix size N. We show that the above Marchenko–Pastur law holds as long as βN → ∞. When βN → 2_c ∈ (0,∞), the limiting measure is related to associated Laguerre orthogonal polynomials. Gaussian fluctuations around the limit are also studied.

Journal

  • Osaka Journal of Mathematics

    Osaka Journal of Mathematics 58 (2), 435-450, 2021-04

    Osaka University and Osaka City University, Departments of Mathematics

Keywords

Details 詳細情報について

Report a problem

Back to top