Large deviation eigenvalue density for the soft edge Laguerre and Jacobi β-ensembles
Work
Year: 2012
Type: article
Abstract: 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... more
Author Peter J. Forrester
Institution The University of Melbourne
Cites: 48
Cited by: 14
Related to: 10
FWCI: 1.137
Citation percentile (by year/subfield): 81.67
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green