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Asymptotics of the largest eigenvalue distribution of the Laguerre unitary ensemble
Journal of Mathematical Physics ( IF 1.3 ) Pub Date : 2021-06-01 , DOI: 10.1063/5.0010029
Shulin Lyu 1 , Chao Min 2 , Yang Chen 2
Affiliation  

We study the probability that all the eigenvalues of n × n Hermitian matrices, from the Laguerre unitary ensemble with the weight xγe4nx,x0,,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.

中文翻译:

Laguerre幺正系综最大特征值分布的渐近线

我们研究了n × n Hermitian 矩阵的所有特征值的概率,来自具有权重的 Laguerre 酉系综Xγ电子-4nX,X0,,γ>-1, 位于区间 [0, α ] 内。通过使用正交多项式梯形算子方法获得的有限n 的先前结果,我们推导出最大特征值分布函数的大n渐近线,其中α范围从 0 到软边缘。此外,在软边缘,我们计算了 Tracy 和 Widom [Commun. 数学。物理。159 , 151–174 (1994)],后来被 Deift、Its 和 Krasovsky 证明 [Commun. 数学。物理。278 , 643–678 (2008)]。我们的结论被简化为 Deift等人的结论γ = 0. 需要指出的是,我们的推导是直接的,但并不严谨,因此,上述结果为猜想。
更新日期:2021-06-30
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