Variance Calculations and the Bessel Kernel

Details Variance Calculations and the Bessel Kernel Variance Calculations and the Bessel Kernel

1993-04-16

arxiv.org/abs/cond-mat/9304024v2

J. Stat. Phys. 73 (1993) 415-421

Physics

Condensed Matter

7 pages; resubmitted to make postscript compatible

Scientific paper

10.1007/BF01052770

In the Laguerre ensemble of N x N (positive) hermitian matrices, it is of interest both theoretically and for applications to quantum transport problems to compute the variance of a linear statistic, denoted var_N f, as N->infinity. Furthermore, this statistic often contains an additional parameter alpha for which the limit alpha->infinity is most interesting and most difficult to compute numerically. We derive exact expressions for both lim_{N->infinity} var_N f and lim_{alpha->infinity}lim_{N->infinity} var_N f.

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