Asymptotics of the Largest Eigenvalue Distribution of the Laguerre Unitary Ensemble

Abstract

We study the probability that all the eigenvalues of $n\times n$ Hermitian matrices, from the Laguerre unitary ensemble with the weight $x^{\gamma }{\mathrm{e}}^{-4nx},x\in [0,\infty ),\gamma >-1$, lie in the interval $[0,\alpha ]$. 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 $\alpha$ 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 (1994), 151-174], later proved by Deift, Its and Krasovsky [Commun. Math. Phys. 278 (2008), 643-678]. Our results are reduced to those of Deift et al. when $\gamma =0$.

arXiv comment18 pages

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Cited by in corpus (1)

• The Smallest Eigenvalue Distribution of the Jacobi Unitary Ensembles