2 papers
math-ph2024
Computing marginal eigenvalue distributions for the Gaussian and Laguerre orthogonal ensembles
Peter J. Forrester, Santosh Kumar, Bo-Jian Shen
The Gaussian and Laguerre orthogonal ensembles are fundamental to random matrix theory, and the marginal eigenvalue distributions are basic observable quantities. Notwithstanding a…
math-ph2024
Computation of marginal eigenvalue distributions in the Laguerre and Jacobi ensembles
Peter J. Forrester, Santosh Kumar
We consider the problem of the exact computation of the marginal eigenvalue distributions in the Laguerre and Jacobi ensembles. In the case this is a question of long sta…