Bulk scaling limit of the Laguerre ensemble

Details Bulk scaling limit of the Laguerre ensemble Bulk scaling limit of the Laguerre ensemble

2010-06-07

arxiv.org/abs/1006.1370v1

Mathematics

Probability

36 pages

Scientific paper

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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