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On the Largest Eigenvalue of Products from the \beta-Laguerre Ensemble by Gelbaum, Zachary is a scholarly article available to read on EtoBox.

What is On the Largest Eigenvalue of Products from the \beta-Laguerre Ensemble about?

We determine the limiting distribution of the largest eigenvalue of products from the $\beta$-Laguerre ensemble. This limiting distribution is given by a Tracy-Widom law with parameter $\beta_0>0$ depending on the ratio of the parameters of the two matrices involved.

Author

Gelbaum, Zachary

Published

2013

Language

EN