Tiêu đề | Beta Laguerre ensembles in global regime |
Loại công bố | Journal Article |
Năm xuất bản | 2021 |
Tác giả | Trinh, HDung |
Secondary Authors | Trinh, KDuy |
Tạp chí | Osaka Journal of mathematics |
Thể tích | 58 |
Start Page | 435-450 |
Issue | 2 |
Thời gian xuất bản | April 2021 |
ISSN | 00306126 |
Tóm tắt | 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→ 2c∈(0,∞), the limiting measure is related to associated Laguerre orthogonal polynomials. Gaussian fluctuations around the limit are also studied |