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math.PR2025
Asymptotic Expansions of Gaussian and Laguerre Ensembles at the Soft Edge III: Generating Functions
Folkmar Bornemann
We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical -dimensional Gaussian and Laguerre ensembles, now studying…
math.PR2025
Asymptotic Expansions of Gaussian and Laguerre Ensembles at the Soft Edge II: Level Densities
Folkmar Bornemann
We continue our work [arXiv:2403.07628] on asymptotic expansions at the soft edge for the classical -dimensional Gaussian and Laguerre random matrix ensembles. By revisiting the…