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Bulk Scaling Limit of the Laguerre Ensemble


 
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1. Title Title of document Bulk Scaling Limit of the Laguerre Ensemble
 
2. Creator Author's name, affiliation, country Stephanie Jacquot; University of Cambridge; United Kingdom
 
2. Creator Author's name, affiliation, country Benedek Valko; University of Wisconsin Madison; United States
 
3. Subject Discipline(s)
 
3. Subject Keyword(s) Random matrices, eigenvalues, Laguerre ensemble, Wishart ensemble, bulk scaling limit
 
3. Subject Subject classification Primary: 60B20; Secondary: 60G55, 60H10
 
4. Description Abstract 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.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s) NSF
 
7. Date (YYYY-MM-DD) 2011-02-06
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/854
 
10. Identifier Digital Object Identifier 10.1214/EJP.v16-854
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 16
 
12. Language English=en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
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