Some distribution functions of the Laguerre ensemble
arXiv:cond-mat/9605065 · doi:10.1088/0305-4470/29/23/019
Abstract
In this paper we revisit the smallest-eigenvalue distribution of the Laguerre ensembles by presenting in closed form certain integrals obtained previously. With this information we compute, using Dyson's continuum approximation, the two-smallest-eigenvalue distribution of the Laguerre ensemble. High-order contributions to the free energies describing these two probabilities in certain scaling limits or β\neq 2, which can be interpreted in this context as an entropic effect, are found.
28 pages. No figures. Including 1 table. Latex
References in corpus (5)
Cited by in corpus (11)
- Large Deviations of the Maximum Eigenvalue in Wishart Random Matrices
- Living at the Edge: A Large Deviations Approach to the Outage MIMO Capacity
- A shortcut through the Coulomb gas method for spectral linear statistics on random matrices
- The right tail exponent of the Tracy-Widom-beta distribution
- Connections between the Generalized Marcum Q-Function and a class of Hypergeometric Functions
- Large gaps between random eigenvalues
- Random Matrix Models, Double-Time Painlevé Equations, and Wireless Relaying
- Asymptotic Gap Probability Distributions of the Gaussian Unitary Ensembles and Jacobi Unitary Ensembles
- Joint statistics of quantum transport in chaotic cavities
- Vertex Ring-Indexed Lie Algebras
- Large deviations of spread measures for Gaussian matrices