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Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
Lyu, Shulin1; Min, Chao2; Chen, Yang2
2021-06-01
Source PublicationJournal of Mathematical Physics
ISSN0022-2488
Volume62Issue:6Pages:063302
Abstract

We study the probability that all the eigenvalues of n × n Hermitian matrices, from the Laguerre unitary ensemble with the weight xγe-4nx,x∈0,∞,γ>-1, lie in the interval [0, α]. By using previous results for finite n obtained by the ladder operator approach of orthogonal polynomials, we derive the large n asymptotics of the largest eigenvalue distribution function with α ranging from 0 to the soft edge. In addition, at the soft edge, we compute the constant conjectured by Tracy and Widom [Commun. Math. Phys. 159, 151-174 (1994)] and later proved by Deift, Its, and Krasovsky [Commun. Math. Phys. 278, 643-678 (2008)]. Our conclusions are reduced to those of Deift et al. when γ = 0. It should be pointed out that our derivation is straightforward but not rigorous, and hence, the above results are stated as conjectures.

DOI10.1063/5.0010029
URLView the original
Indexed BySCIE
Language英語English
WOS Research AreaPhysics
WOS SubjectPhysics, Mathematical
WOS IDWOS:000656646700007
PublisherAIP Publishing1305 WALT WHITMAN RD, STE 300, MELVILLE, NY 11747-4501
Scopus ID2-s2.0-85107505673
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Citation statistics
Document TypeJournal article
CollectionDEPARTMENT OF MATHEMATICS
Faculty of Science and Technology
Corresponding AuthorMin, Chao
Affiliation1.School of Mathematics and Statistics, Qilu University of Technology, Shandong Academy of Sciences, Jinan, 250353, China
2.Department of Mathematics, Faculty of Science and Technology, University of Macau, Macao
Corresponding Author AffilicationFaculty of Science and Technology
Recommended Citation
GB/T 7714
Lyu, Shulin,Min, Chao,Chen, Yang. Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble[J]. Journal of Mathematical Physics, 2021, 62(6), 063302.
APA Lyu, Shulin., Min, Chao., & Chen, Yang (2021). Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble. Journal of Mathematical Physics, 62(6), 063302.
MLA Lyu, Shulin,et al."Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble".Journal of Mathematical Physics 62.6(2021):063302.
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