4 papers
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…
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…
Algebraic Independence of an Airy Function, Its Derivative, and Antiderivative
Folkmar Bornemann
Using tools from the Siegel-Shidlovskii theory of transcendental numbers, we prove that a nontrivial solution of the Airy equation, its derivative, and an antiderivative are algebr…
Asymptotic Expansions of the Limit Laws of Gaussian and Laguerre (Wishart) Ensembles at the Soft Edge
Folkmar Bornemann
The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic -dimensional Gaussian ensembles -- and of the corresponding Laguerre en…